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.
發表於2024-07-08
Stochastic Differential Equations and Applications 2024 pdf epub mobi 電子書 下載
圖書標籤: StochasticCalculus 概率論7 SDE Mathematics
Stochastic Differential Equations and Applications 2024 pdf epub mobi 電子書 下載