Stochastic Differential Equations and Applications

Front Cover
Horwood Pub., 2008 - Mathematics - 422 pages
0 Reviews
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.

  • Has been revised and updated to cover the basic principles and applications of various types of stochastic systems
  • Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

What people are saying - Write a review

We haven't found any reviews in the usual places.

References to this book

All Book Search results »

About the author (2008)

Professor Xuerong Mao, FRSE, is the head of the Department of Mathematics and Statistics at Strathclyde University in Scotland, UK.

Bibliographic information