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Stochastic differential equations and applications - Volume 1
























 Stochastic differential equations and applications - Volume 1


Author(s):
Avner Friedman



Collection:
Probability and mathematical statistics series 28


Publisher:
Academic Press


Year:
1975


Language:
English


Pages:
243 pages


Size:
1.74 MB


Extension:
DJVU





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[content title="Description"]The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In Volume 1 we develop the basic theory of stochastic differential equations and give a few selected topics. Volume 2 will be devoted entirely to applications.
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[content title="Content"] [/content]

[content title="About the author"]Friedman received his Ph.D. degree in 1956 from the Hebrew University.[1] He was Professor of Mathematics at Northwestern University (1962–1985), a Duncan Distinguished Professor of Mathematics at Purdue University (1985–1987), and a Professor of Mathematics (Regents' Professor from 1996) at the University of Minnesota (1987–2001). He was director of the Institute for Mathematics and its Applications from 1987 to 1997. He was the founding director of Minnesota Center for Industrial Mathematics (1994-2001). [/content]

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Télécharger Stochastic differential equations and applications - Volume 1 EBOOK PDF EPUB DJVU. Download Stochastic differential equations and applications - Volume 1 EBOOK PDF EPUB DJVU.


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