Stochastic differential equations and applications

Mao, Xuerong (2007) Stochastic differential equations and applications. Elsevier. ISBN 9781904275343

Abstract

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.

ORCID iDs

Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864

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• Item metadata

  Item type:	Book
  ID code:	52959
  Dates:	Date Event December 2007 Published
  Subjects:	Science > Mathematics > Probabilities. Mathematical statistics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	11 May 2015 09:17
  Last modified:	16 Dec 2024 09:00
  Related URLs:	Publisher
  URI:	https://strathprints.strath.ac.uk/id/eprint/52959