Stochastic Differential Equations and Applications (Paperback)


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.

R727
List Price R879
Save R152 17%

Or split into 4x interest-free payments of 25% on orders over R50
Learn more

Discovery Miles7270
Mobicred@R68pm x 12* Mobicred Info
Free Delivery
Delivery AdviceShips in 10 - 15 working days


Toggle WishListAdd to wish list
Review this Item

Product 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 theory with a book of applications. Familiarity with elementary probability is the sole prerequisite. 1975 edition.

Customer Reviews

No reviews or ratings yet - be the first to create one!

Product Details

General

Imprint

Dover Publications Inc.

Country of origin

United States

Series

Dover Books on Mathematics

Release date

2007

Availability

Expected to ship within 10 - 15 working days

First published

December 2006

Authors

Dimensions

214 x 136 x 31mm (L x W x T)

Format

Paperback

Pages

560

ISBN-13

978-0-486-45359-0

Barcode

9780486453590

Categories

LSN

0-486-45359-6



Trending On Loot