Stochastic differential equations and applications,
Avner Friedman
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.
Կատեգորիաներ:
Հատոր:
Vol. 1
Տարի:
1975
Հրատարակչություն:
AP
Լեզու:
english
Էջեր:
244
ISBN 10:
0122682017
ISBN 13:
9780122682018
Սերիաներ:
Probability & Mathematical Statistics Monograph
Ֆայլ:
DJVU, 1.67 MB
IPFS:
,
english, 1975