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Stochastic Differential Equations and Applications (Probability & Mathematical Statistics Monograph)
Stochastic Differential Equations and Applications (Probability & Mathematical Statistics Monograph)
Date: 12 April 2011, 16:31

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Product Description:
This text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. Originally published in 2 volumes, it combines a book of basic theory with a book of applications. Familiarity with elementary probability is the sole prerequisite. 1975 edition.

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