ler totalmente Stochastic Differential Equations and Applications

This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.
The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic estimates for solutions. The section concludes with a look at recurrent and transient solutions.
Volume 2 begins with an overview of auxiliary results in partial differential equations, followed by chapters on nonattainability, stability and spiraling of solutions; the Dirichlet problem for degenerate elliptic equations; small random perturbations of dynamical systems; and fundamental solutions of degenerate parabolic equations. Final chapters examine stopping time problems and stochastic games and stochastic differential games. Problems appear at the end of each chapter, and a familiarity with elementary probability is the sole prerequisite.

Procurando Stochastic Differential Equations and Applications? Aqui você encontra tudo sobre este livro de Avner Friedman, publicado por Dover Publications em 1 de dezembro de 2006. Nesta página estão a descrição da obra, os detalhes da edição (531 páginas) e os formatos disponíveis para baixar: pdf, epub, txt, djvu. Se você gosta de Livros Internacionais, Ciências Tecnológicas, Matemática, Aplicada, Equações Diferenciais, explore também outros títulos da mesma categoria no Encontrando os melhores livros. Veja ainda as outras obras de Avner Friedman em nosso catálogo.