{"product_id":"stochastic-differential-equations-and-applications-dover-books-on-mathematics","title":"Stochastic Differential Equations and Applications (Dover Books on Mathematics)","description":"\u003cp\u003e\u003cstrong\u003eBook Details\u003c\/strong\u003e\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eAuthor\u003c\/strong\u003e: Avner Friedman\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003ePublisher\u003c\/strong\u003e: Dover\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eBinding\u003c\/strong\u003e: Paperback\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eNumber of Pages\u003c\/strong\u003e: 560\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eISBN\u003c\/strong\u003e: 9780486453590\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eLanguages\u003c\/strong\u003e: English\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eDimensions\u003c\/strong\u003e: 8.4 x 5.6 x 1.3 inches\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003chr\u003e\n\u003cp\u003e\u003cstrong\u003eAbout The Book\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cstrong\u003e\"Stochastic Differential Equations and Applications\"\u003c\/strong\u003e by \u003cstrong\u003eAvner Friedman\u003c\/strong\u003e provides a comprehensive exploration of \u003cstrong\u003estochastic differential equations\u003c\/strong\u003e, covering both the theory and practical applications in \u003cstrong\u003eprobability\u003c\/strong\u003e, \u003cstrong\u003epartial differential equations\u003c\/strong\u003e, and \u003cstrong\u003estochastic control problems\u003c\/strong\u003e. Originally published in two volumes, this book consolidates foundational theory and selected advanced topics into a single accessible text.\u003c\/p\u003e\n\u003cp\u003eThe \u003cstrong\u003efirst part\u003c\/strong\u003e of the book delves into the essential components of stochastic processes, including:\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eMarkov processes\u003c\/strong\u003e and \u003cstrong\u003eBrownian motion\u003c\/strong\u003e.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eStochastic integrals\u003c\/strong\u003e and \u003cstrong\u003estochastic differential equations\u003c\/strong\u003e.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003eRelationships between \u003cstrong\u003eelliptic\u003c\/strong\u003e and \u003cstrong\u003eparabolic partial differential equations\u003c\/strong\u003e and their connection to stochastic differential equations.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003eThe \u003cstrong\u003eCameron-Martin-Girsanov theorem\u003c\/strong\u003e, a key result in stochastic analysis.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003eAsymptotic estimates for solutions, concluding with an exploration of \u003cstrong\u003erecurrent\u003c\/strong\u003e and \u003cstrong\u003etransient solutions\u003c\/strong\u003e.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eThe \u003cstrong\u003esecond volume\u003c\/strong\u003e begins with foundational results in \u003cstrong\u003epartial differential equations\u003c\/strong\u003e, progressing to discussions on topics such as:\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eNonattainability\u003c\/strong\u003e, \u003cstrong\u003estability\u003c\/strong\u003e, and \u003cstrong\u003espiraling\u003c\/strong\u003e of solutions.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003eThe \u003cstrong\u003eDirichlet problem\u003c\/strong\u003e for \u003cstrong\u003edegenerate elliptic equations\u003c\/strong\u003e.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eSmall random perturbations\u003c\/strong\u003e of \u003cstrong\u003edynamical systems\u003c\/strong\u003e.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eFundamental solutions\u003c\/strong\u003e of \u003cstrong\u003edegenerate parabolic equations\u003c\/strong\u003e.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eThe final chapters cover advanced concepts such as \u003cstrong\u003estopping time problems\u003c\/strong\u003e, \u003cstrong\u003estochastic games\u003c\/strong\u003e, and \u003cstrong\u003estochastic differential games\u003c\/strong\u003e. At the end of each chapter, problems are provided to test the reader's understanding. The book is accessible to those with a basic knowledge of elementary \u003cstrong\u003eprobability theory\u003c\/strong\u003e, making it a suitable resource for both students and professionals.\u003c\/p\u003e\n\u003cp\u003eThis text is an essential reference for anyone looking to deepen their understanding of \u003cstrong\u003estochastic processes\u003c\/strong\u003e, \u003cstrong\u003econtrol theory\u003c\/strong\u003e, and \u003cstrong\u003epartial differential equations\u003c\/strong\u003e.\u003c\/p\u003e","brand":"Dover","offers":[{"title":"Default Title","offer_id":49951588909360,"sku":"Sarat_9780486453590","price":2349.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0690\/9968\/4144\/files\/dover-book-default-title-stochastic-differential-equations-and-applications-dover-books-on-mathematics-41326151336240.jpg?v=1775949519","url":"https:\/\/www.retailmaharaj.com\/bn\/products\/stochastic-differential-equations-and-applications-dover-books-on-mathematics","provider":"Retail Maharaj","version":"1.0","type":"link"}