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.
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भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 248 ● ISBN 9781483217871 ● संपादक Z. W. Birnbaum & E. Lukacs ● प्रकाशक Elsevier Science ● प्रकाशित 2014 ● डाउनलोड करने योग्य 3 बार ● मुद्रा EUR ● आईडी 5733469 ● कॉपी सुरक्षा Adobe DRM
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