
- 440 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Stochastic Differential Equations and Applications
About this book
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.
- Has been revised and updated to cover the basic principles and applications of various types of stochastic systems
- Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists
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Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Stochastic Differential Equations and Applications by X Mao in PDF and/or ePUB format, as well as other popular books in Mathematics & Differential Equations. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover image
- Title page
- Table of Contents
- Copyright page
- Dedication
- Preface to the Second Edition
- Preface from the 1997 Edition
- General Notation
- 1: Brownian Motions and Stochastic Integrals
- 2: Stochastic Differential Equations
- 3: Linear Stochastic Differential Equations
- 4: Stability of Stochastic Differential Equations
- 5: Stochastic Functional Differential Equations
- 6: Stochastic Equations of Neutral Type
- 7: Backward Stochastic Differential Equations
- 8: Stochastic Oscillators
- 9: Applications to Economics and Finance
- 10: Stochastic Neural Networks
- 11: Stochastic Delay Population Systems
- Bibliographical Notes
- References
- Index