Stochastic Differential Equations and Applications

Informationen zum Autor Xuerong Mao , Strathclyde University, UK Klappentext This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems! with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians! statisticians and probabilists! engineers in control and communications! and information scientists! physicists and economists. Zusammenfassung This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems! with much on theory and applications not previously available in book form. Inhaltsverzeichnis 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.

Product details

• Authors: X Mao, X (Strathclyde University Mao, X. Mao, Xuerong Mao
• Publisher: ELSEVIER SCIENCE BV
• Languages: English
• Product format: Paperback / Softback
• Released: 30.12.2007
• EAN: 9781904275343
• ISBN: 978-1-904275-34-3
• No. of pages: 440
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; MATHEMATICS / Differential Equations / General, Differential calculus & equations, Differential calculus and equations