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Stochastic Differential Equations and Applications, Paperback/Avner Friedman

Name: Stochastic Differential Equations and Applications, Paperback/Avner Friedman
Brand: Dover Publications
Price: 184.99 RON
Availability: InStock

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elefant.ro

Cumpără

Pret

184.99 Lei

Categorie (vânzător)

Foreign Books

Marca

Dover Publications

Produs actualizat în urmă cu 9 ore

Descriere YEO:

Stochastic Differential Equations and Applications, - Disponibil la elefant.ro

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Preț: 184.99 Lei

Caracteristicile produsului Stochastic Differential Equations and Applications,

Brand: Dover Publications
Categoria: Foreign Books
Magazin: elefant.ro
Ultima actualizare: 01-06-2026 00:25:00

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Descriere magazin:
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.

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