Stochastic Differential Equations and Applications
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Stochastic Differential Equations and Applications

ISBN 13:  9780486453590

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Author  Avner Friedman
Format  Paperback
No. of Pages  560
Brand:  Dover Publications

Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition.

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