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Stochastic Differential Equations
Gihman, Iosif I.; Skorohod, Anatolij V.. Ed(S): Mitropolski, Yurij A.
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Description for Stochastic Differential Equations
Paperback. Editor(s): Mitropolski, Yurij A. Translator(s): Wickwire, K. Series: Ergebnisse der Mathematik und Ihrer Grenzgebiete. 2. Folge. Num Pages: 364 pages, biography. BIC Classification: PBK. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 21. Weight in Grams: 541.
Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in the early fifties. As it gradually became clear that a great number of real phenomena in control theory, physics, biology, economics and other areas could be modelled by differential equations with stochastic perturbation terms, this research became somewhat feverish, with the results that a) the number of theroretical papers alone now numbers several hundred and b) workers interested in the field (especially from an applied viewpoint) have had no opportunity to ... Read more
Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in the early fifties. As it gradually became clear that a great number of real phenomena in control theory, physics, biology, economics and other areas could be modelled by differential equations with stochastic perturbation terms, this research became somewhat feverish, with the results that a) the number of theroretical papers alone now numbers several hundred and b) workers interested in the field (especially from an applied viewpoint) have had no opportunity to ... Read more
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
364
Condition
New
Series
Ergebnisse der Mathematik und Ihrer Grenzgebiete. 2. Folge
Number of Pages
356
Place of Publication
Berlin, Germany
ISBN
9783642882661
SKU
V9783642882661
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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