Sobczyk provides a unified treatment of both regular (or, random) and Ito stochastic differential equations, focusing on solution methods, including some recently developed. Special concern is given to both the mathematical structure and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results o
| ISBN: | 9780792303398 |
| Publication date: | 28th February 1991 |
| Author: | Kazimierz Sobczyk |
| Publisher: | Springer an imprint of Springer Netherlands |
| Format: | Hardback |
| Pagination: | 400 pages |
| Series: | Mathematics and Its Applications |
| Genres: |
Probability and statistics Stochastics Engineering: Mechanics of solids Integral calculus and equations |
Sobczyk provides a unified treatment of both regular (or, random) and Ito stochastic differential equations, focusing on solution methods, including some recently developed. Special concern is given to both the mathematical structure and the most efficient solution methods (analytical as well as numerical).
Stochastic Differential Equations features in the following genres: Probability and statistics, Stochastics, Engineering: Mechanics of solids, Integral calculus and equations
Paperback, Hardback. Not Available.
Stochastic Differential Equations was written by Kazimierz Sobczyk and published by Springer an imprint of Springer Netherlands
Stochastic Differential Equations has 400 pages
Yes it is part of Mathematics and Its Applications series