Central Bank of Nigeria Library

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Stochastic Differential Equations and Applications/

By: Material type: TextTextSeries: Probability and Mathematical StatisticsPublication details: New York: Academic Press, 1975-1976.Description: 1 v. (xiii, 228 p.):illISBN:
  • 0122682017 (v. 1)
Subject(s): DDC classification:
  • 519.2 FRI
LOC classification:
  • QA274.23 .F74
Summary: The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In volume one, the author develops the basic theory of stochastic differential equations and gives a few selected topics. Volume two will be devoted entirely to applications.
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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 31008100139431

Includes indexes.

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

The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In volume one, the author develops the basic theory of stochastic differential equations and gives a few selected topics. Volume two will be devoted entirely to applications.

ne 23/03/2018

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