4676429
9780122682018
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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.Friedman, Avner is the author of 'Stochastic Differential Equations and Applications, Vol. 1' with ISBN 9780122682018 and ISBN 0122682017.
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