| 000 | 01214cam a2200253 i 4500 | ||
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| 008 | 750410m1976nyu b 001 0 eng | ||
| 020 | _a0122682025 (v. 2) | ||
| 040 |
_aDLC _cDLC |
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| 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, _c1976. |
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| 300 | _a2 v. (xiii, 528 p.):ill, | ||
| 440 | _aProbability and Mathematical Statistics. | ||
| 500 | _aIncludes indexes: p. 527-528. | ||
| 504 | _aBibliography: v. 1, p. 226-228; v. 2, p. 523-526. | ||
| 520 | _aThis 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. | ||
| 590 | _ane 26/03/2018 | ||
| 591 | _aLoan | ||
| 650 | 0 | _aStochastic Differential Equations. | |
| 942 |
_2ddc _cBOOK |
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| 949 | _a519.2 FRI | ||
| 999 |
_c7607 _d7607 |
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