Stochastic Differential Equations and Applications

出版者:Dover Pubns

作者:Friedman, Avner

页数:560

出版时间:2006-12

价格:$ 37.23

装帧:Pap

isbn号码:9780486453590

图书标签:StochasticCalculus概率论7SDEMathematics

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.