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9780486453590
Stochastic Differential Equations and Applications
by Friedman, Avner
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- Condition: New
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- Provider Rating: 64%
- Ships From: Springfield, VA
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114419
List Price
Discount
27% Off
You Save
$8.12
About this item
- Condition: Like New
- Provider: Mediaoutdeal1234 Contact
- Provider Rating: 64%
- Ships From: Springfield, VA
- Shipping: Standard
Product details
- ISBN-13: 9780486453590
- ISBN: 0486453596
- Publication Date: 2006
- Publisher: Dover Publications, Incorporated
AUTHOR
SUMMARY
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.Friedman, Avner is the author of 'Stochastic Differential Equations and Applications', published 2006 under ISBN 9780486453590 and ISBN 0486453596.
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