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, ...
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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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Add this copy of Theory and Applications of Stochastic Differential to cart. $39.28, good condition, Sold by Books From California rated 4.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 1980 by Wiley.
Add this copy of Theory and Applications of Stochastic Differential to cart. $65.05, good condition, Sold by BookDepart rated 4.0 out of 5 stars, ships from Shepherdstown, WV, UNITED STATES, published 1980 by John Wiley & Sons.
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Seller's Description:
UsedGood. Hardcover; surplus library copy with the usual stampings; reference number removed from spine; spine slightly cocked; scuffing and shelf wear to exter ior; in good condition with clean text, firm binding. No dust jacket.
Add this copy of Theory and Applications of Stochastic Differential to cart. $95.02, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1980 by Wiley.
