TY  - BOOK
AU  - Friedman,Avner
TI  - Stochastic Differential Equations and Applications
SN  - 0122682025 (v. 2)
AV  - QA274.23 .F74
U1  - 519.2 
PY  - 1976///
CY  - New York
PB  - Academic Press
KW  - Stochastic Differential Equations
N1  - Includes indexes: p. 527-528; Bibliography: v. 1, p. 226-228; v. 2, p. 523-526
N2  - 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
ER  -