Stochastic Differential Equations and Applications
2nd Revised edition
By (author) Xuerong Mao
Stochastic Differential Equations and Applications by Xuerong Mao
Book DescriptionThis 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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Book DetailsISBN: 9781904275343
Classification: Differential calculus & equations
Format: Paperback (234mm x 156mm x 24mm)
Imprint: Horwood Publishing Ltd
Publisher: Elsevier Science & Technology
Publish Date: 1-Jan-2008
Country of Publication: United Kingdom
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Author Biography - Xuerong Mao
Xuerong Mao, Strathclyde University, UK
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