Research Catalog
Stochastic differential equations and their applications
- Title
- Stochastic differential equations and their applications / Xuerong Mao.
- Author
- Mao, Xuerong.
- Publication
- Chichester : Horwood Pub., ©1997.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Use in library | QA274.23 .M362 1997 | Off-site |
Details
- Description
- 366 pages; 25 cm.
- Series Statement
- Horwood series in mathematics & applications
- Uniform Title
- Ellis Horwood series in mathematics and its applications
- Alternative Title
- Stochastic differential equations & their applications
- Subject
- Bibliography (note)
- Includes bibliographical references (p. 355-362) and index.
- Contents
- 1. Brownian Motions and Stochastic Integrals -- 2. Stochastic Differential Equations -- 3. Linear Stochastic Differntial 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.
- ISBN
- 1898563268
- 9781898563266
- LCCN
- 98106168
- OCLC
- ocm38052098
- 38052098
- SCSB-351628
- Owning Institutions
- Princeton University Library