Central Bank of Nigeria Library

Image from Google Jackets

Stochastic Differential Equations and Applications/

By: Material type: TextTextSeries: Probability and Mathematical StatisticsPublication details: New York: Academic Press, 1976.Description: 2 v. (xiii, 528 p.):illISBN:
  • 0122682025 (v. 2)
Subject(s): DDC classification:
  • 519.2 FRI
LOC classification:
  • QA274.23 .F74
Summary: This volume begins with auxiliary results in partial differential equations (Chapter 10) that are needed in the sequel. In Chapters 11 and 12 the behavior of the sample paths of solutions of stochastic differential equations is studied in the same spirit as in Chapter 9. Chapters 13 and -15 are concerned with applications to partial differential equations. Chapters 16 and 17 deal with stopping time problems, stochastic games and stochastic differential games.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library General Stacks Non-fiction 519.2 FRI (Browse shelf(Opens below)) Available 31008100139506

Includes indexes: p. 527-528.

Bibliography: v. 1, p. 226-228; v. 2, p. 523-526.

This volume begins with auxiliary results in partial differential equations (Chapter 10) that are needed in the sequel. In Chapters 11 and 12 the behavior of the sample paths of solutions of stochastic differential equations is studied in the same spirit as in Chapter 9. Chapters 13 and -15 are concerned with applications to partial differential equations. Chapters 16 and 17 deal with stopping time problems, stochastic games and stochastic differential games.

ne 26/03/2018

Loan

There are no comments on this title.

to post a comment.