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531 pages • first pub 2006 (view editions)
ISBN/UID: 9780486453590
Format: Paperback
Language: English
Publisher: Dover Publications
Edition Pub Date: 01 December 2006
Description
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of...
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Content Warnings
531 pages • first pub 2006 (view editions)
ISBN/UID: 9780486453590
Format: Paperback
Language: English
Publisher: Dover Publications
Edition Pub Date: 01 December 2006
Description
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of...
Community Reviews
Content Warnings