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Stochastic Differential Equations and Applications

2nd Edition - December 30, 2007

Author: X Mao

eBook ISBN:
9 7 8 - 0 - 8 5 7 0 9 - 9 4 0 - 2

This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on… Read more

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This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.