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9780486453590

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
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  • ISBN-13: 9780486453590
  • ISBN: 0486453596
  • Publication Date: 2006
  • Publisher: Dover Publications, Incorporated

AUTHOR

Friedman, Avner

SUMMARY

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.Friedman, Avner is the author of 'Stochastic Differential Equations and Applications', published 2006 under ISBN 9780486453590 and ISBN 0486453596.

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