We love eBooks
    Stochastic differential equations and

    Stochastic differential equations and

    Por FRIEDMAN, AVNER

    Sobre

    Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems.This volume is divided into nine chapters. Chapters 1 to 5 deal with the basic theory of stochastic differential equations, including discussions of the Markov processes, Brownian motion, and the stochastic integral. Chapter 6 examines the connections between solutions of partial differential equations and stochastic differential equations, while Chapter 7 describes the Girsanov's formula that is useful in the stochastic control theory. Chapters 8 and 9 evaluate the behavior of sample paths of the solution of a stochastic differential system, as time increases to infinity. This book is intended primarily for undergraduate and graduate mathematics students.
    Baixar eBook Link atualizado em 2017
    Talvez você seja redirecionado para outro site

    Relacionados com esse eBook

    Navegar por coleções