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:2010.
  • Edition:2nd ed

Publication Statements

  • Publisher(s):Woodhead Pub
  • Place of Publication:Great Abington
  • Language:eng
  • Publication Date:2010.

Notes

"Reprinted by Woodhead Publishing Limited, 2011"-- Reverso de portada.

The Physical Object

  • Description:xviii, 422 p. ; : 24 cm.

Edition Identifiers

  • ISBN:9781904275343, 1904275346
  • oclc:on1042397059
  • LC Classification:QA274.23
  • Dewey Decimal:519.2

Table of Contents

Brownian motion and stochastic integrals -- Stochastic differential equations -- Linear stochastic differential equations -- Stability of stochastic differential equations -- Stochastic functional differential equations -- Stochastic equations of neutral type -- Backward stochastic differential equations -- Stochastic oscillators -- Applications to economics and finance -- Stochastic neural networks -- Stochastic delay population systems -- Notes -- references and index.

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