Titel: Theory and Applications of Stochastic Differential Equations (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
Verlag: Wiley
Ver�ffentlichungsdatum: 1980
Sprache: Englisch
ISBN-10: 047104394X
ISBN-13: 9780471043942
Bindung: Hardcover
Zustand: Very Good
Zustand des Schutzumschlags: No Jacket

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Presents theory, sources, and applications of stochastic differential equations of Ito's type; those containing white noise. Closely studies first passage problems by modern singular perturbation methods and their role in various fields of science. Introduces analytical methods to obtain information on probabilistic quantities. Demonstrates the role of partial differential equations in this context. Clarifies the relationship between the complex mathematical theories involved and sources of the problem for physicists, chemists, engineers, and other non-mathematical specialists.

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