TY - BOOK
T1 - Stochastic differential equations and applications
AU - Mao, Xuerong
PY - 2007/12
Y1 - 2007/12
N2 - 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.
AB - 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.
KW - Brownian motion
KW - stochastic integrals
KW - stochastic oscillators
KW - stochastic neural networks
UR - https://www.elsevier.com/books/stochastic-differential-equations-and-applications/mao/978-1-904275-34-3
M3 - Book
SN - 9781904275343
BT - Stochastic differential equations and applications
ER -