Items related to Stochastic Differential Equations and Applications...
Synopsis
Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition.
"synopsis" may belong to another edition of this title.
Search results for Stochastic Differential Equations and Applications...
Stock Image
Stochastic Differential Equations and Applications (Dover Books on Mathematics)
Seller: Shakespeare Book House, Rockford, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: new. Seller Inventory # EBBV.0486453596.N
Stock Image
Stochastic Differential Equations and Applications
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0486453596I3N00
Seller Image
Stochastic Differential Equations And Applications
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4296398-n
Stock Image
Stochastic Differential Equations and Applications Format: Paperback
Seller: INDOO, Avenel, NJ, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New. Seller Inventory # 9780486453590
Seller Image
Stochastic Differential Equations and Applications (Paperback or Softback)
Published by
Dover Publications 12/1/2006, 2006
ISBN 10: 0486453596
ISBN 13: 9780486453590
New
Paperback or Softback
Seller: BargainBookStores, Grand Rapids, MI, U.S.A.
Seller rating 5 out of 5 stars
Paperback or Softback. Condition: New. Stochastic Differential Equations and Applications. Book. Seller Inventory # BBS-9780486453590
Stock Image
Stochastic Differential Equations and Applications (Dover Books on Mathematics)
Seller: Lakeside Books, Benton Harbor, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New! Not Overstocks or Low Quality Book Club Editions! Direct From the Publisher! We're not a giant, faceless warehouse organization! We're a small town bookstore that loves books and loves it's customers! Buy from Lakeside Books! Seller Inventory # OTF-S-9780486453590
Seller Image
Stochastic Differential Equations And Applications
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 4296398
Stock Image
Stochastic Differential Equations and Applications (Dover Books on Mathematics)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # I-9780486453590
Seller Image
Stochastic Differential Equations and Applications
Published by
Dover Publications Inc., US, 2007
ISBN 10: 0486453596
ISBN 13: 9780486453590
New
Paperback
Seller: Rarewaves USA, HEBRON, KY, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # LU-9780486453590
Stock Image
Stochastic Differential Equations and Applications (Paperback)
Published by
Dover Publications Inc., New York, 2007
ISBN 10: 0486453596
ISBN 13: 9780486453590
New
Paperback
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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 basic theory and selected topics with a book of applications.The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic estimates for solutions. The section concludes with a look at recurrent and transient solutions.Volume 2 begins with an overview of auxiliary results in partial differential equations, followed by chapters on nonattainability, stability and spiraling of solutions; the Dirichlet problem for degenerate elliptic equations; small random perturbations of dynamical systems; and fundamental solutions of degenerate parabolic equations. Final chapters examine stopping time problems and stochastic games and stochastic differential games. Problems appear at the end of each chapter, and a familiarity with elementary probability is the sole prerequisite. Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780486453590