Stochastic differential equations and applications

Research output: Book/ReportBook

818 Citations (Scopus)

Abstract

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.
LanguageEnglish
Number of pages440
Edition2nd
Publication statusPublished - Dec 2007

Fingerprint

Stochastic Equations
Differential equation
Stochastic Systems
Cover
Text
Form
Communication

Keywords

  • Brownian motion
  • stochastic integrals
  • stochastic oscillators
  • stochastic neural networks

Cite this

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title = "Stochastic differential equations and applications",
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keywords = "Brownian motion, stochastic integrals, stochastic oscillators, stochastic neural networks",
author = "Xuerong Mao",
year = "2007",
month = "12",
language = "English",
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Stochastic differential equations and applications. / Mao, Xuerong.

2nd ed. 2007. 440 p.

Research output: Book/ReportBook

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KW - Brownian motion

KW - stochastic integrals

KW - stochastic oscillators

KW - stochastic neural networks

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