000 01127cam a2200253 i 4500
008 750410m19751976nyu b 001 0 eng
020 _a0122682017 (v. 1)
040 _aDLC
_cDLC
050 0 0 _aQA274.23
_b.F74
082 0 0 _a519.2
_bFRI
100 1 _aFriedman, Avner.
245 1 0 _aStochastic Differential Equations and Applications/
260 _aNew York:
_bAcademic Press,
_c1975-1976.
300 _a1 v. (xiii, 228 p.):ill,
440 _aProbability and Mathematical Statistics.
500 _aIncludes indexes.
504 _aBibliography: v. 1, p. 226-228; v. 2, p. 523-526.
520 _aThe 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.
590 _ane 23/03/2018
591 _aLoan
650 0 _aStochastic Differential Equations.
942 _2ddc
_cBOOK
949 _a519.2 FRI
999 _c7594
_d7594