Friedman, Avner.

Stochastic differential equations and applications / Avner Friedman. - Mineola, N.Y. : Dover Publications, 2006. - xvi, 531 p. : ill. ; 22 cm.

Originally published (in 2 v.): New York : Academic Press, 1975-1976, in series: Probability and mathematical statistics series ; v. 28. "Two volumes bound as one."

Includes bibliographical references (p. 523-526) and index.

0486453596 (pbk.)


Stochastic differential equations.

519.2 / FRI