Theory and applications of stochastic differential equations

Author(s)

• Schuss, Zeev

Bibliographic Information

Theory and applications of stochastic differential equations

Zeev Schuss

（Wiley series in probability and mathematical statistics, . Applied probability and statistics）

Wiley, c1980

Note

Bibliography: p. 315-318

Includes index

Description and Table of Contents

Description

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.

by "Nielsen BookData"

Details

• NCID: BA04332185
• ISBN:
  • 047104394X
• LCCN: 80014767
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xiii, 321 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.23
  • DC : 519.2
• Subject Headings:
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA00019013