Stochastic differential equations and applications

Stochastic differential equations and applications

by Mao, Xuerong

Type Book
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Title Statements

  • Full title :Stochastic differential equations and applications / Xuerong Mao.

Edition Statements

  • Publication Date:©2007.
  • Edition:2nd ed

Publication Statements

  • Publisher(s):Horwood Pub
  • Place of Publication:Chichester
  • Language:eng
  • Publication Date:©2007.

The Physical Object

  • Description:xviii, 422 pages ; : 24 cm

Edition Identifiers

  • ISBN:1904275346, 9781904275343
  • oclc:ocn629759042
  • LC Classification:QA274.23
  • Dewey Decimal:519.2

Table of Contents

1. Brownian Motions and Stochastic Integrals -- 2. Stochastic Differential Equations -- 3. Linear Stochastic Differential Equations -- 4. Stability of Stochastic Differential Equations -- 5. Stochastic Functional Differential Equations -- 6. Stochastic Equations of Neutral Type -- 7. Backward Stochastic Differential Equations -- 8. Stochastic Oscillators -- 9. Applications to Economics and Finance -- 10. Stochastic Neural Networks -- 11. Stochastic Delay Population Systems.

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