Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Stochastic Differential Equations And ApplicationsISBN13:9780486453590ISBN10:0486453596Author:Friedman, Avner (Author)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 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 Binding:Paperback, PaperbackPublisher:DOVER PUBN INCPublication Date:2006-12-01Weight:1.25 lbsDimensions:1.09'' H x 8.52'' L x 6.4'' WNumber of Pages:531Language:English
Price: 25.52 USD
Location: USA
End Time: 2024-08-26T10:40:03.000Z
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Book Title: Stochastic Differential Equations And Applications
Item Length: 8.5in.
Item Height: 1.1in.
Item Width: 5.4in.
Author: Avner Friedman
Publication Name: Stochastic Differential Equations and Applications
Format: Perfect
Language: English
Publisher: Dover Publications, Incorporated
Series: Dover Books ON Mathematics Ser.
Publication Year: 2006
Type: Textbook
Item Weight: 23.3 Oz
Number of Pages: 560 Pages
