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528 pages • first pub 2006 (view editions)
ISBN/UID: None
Format: Not specified
Language: English
Publisher: Not specified
Edition Pub Date: Not specified
Description
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...
Community Reviews
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528 pages • first pub 2006 (view editions)
ISBN/UID: None
Format: Not specified
Language: English
Publisher: Not specified
Edition Pub Date: Not specified
Description
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...
Community Reviews
Content Warnings