Stochastic differential equations and applications /
Mao (statistics and modeling science, U. of Strathclyde) has thoroughly revised this advanced undergraduate and graduate text, in part to describe several popular stochastic models and applications in population systems and finance. He covers generalized Gronwall inequality and Bihari inequality, Br...
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Bibliographic Details
| Main Author: |
Mao, Xuerong |
| Format: | Book
|
| Language: | English |
| Published: |
Oxford ; Philadelphia :
Woodhead Publishing,
2011.
|
| Edition: | 2nd ed. |
| Subjects: | |