Stochastic Differential Equations and Applications

Author/creator Friedman, Avner Author
Format Electronic
Publication InfoAcademic Press [Imprint] San Diego : Elsevier Science & Technology Books
Description229 p.
Supplemental ContentFull text available from eBook - Mathematics (Legacy 1) [EBCML1]
Subjects

SeriesProbability and Mathematical Statistics Ser.
Summary Annotation This text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. Originally published in 2 volumes, it combines a book of basic theory with a book of applications. Familiarity with elementary probability is the sole prerequisite. 1975 edition.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 74030808
ISBN9780122682025
ISBN0122682025 (Trade Cloth) Out of Print
Standard identifier# 9780122682025
Stock number00991439

Availability

Library Location Call Number Status Item Actions
Electronic Resources Access Content Online ✔ Available