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Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications - Dover Books on Mathematics

Paperback (26 Jan 2007)

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Publisher's Synopsis

Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition.

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Dover Publications

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Book information

ISBN: 9780486453590
Publisher: Dover Publications Inc.
Imprint: Dover Publications
Pub date:
DEWEY: 519.2
DEWEY edition: 22
Language: English
Number of pages: 531
Weight: 584g
Height: 138mm
Width: 216mm
Spine width: 31mm