Stochastic Differential Equations and Applications
Stochastic Differential Equations and Applications
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DOI：
10.1533/9780857099402
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发表时间：
1998-03
期刊：
影响因子：
--
通讯作者：
X. Mao
中科院分区：
文献类型：
--
作者：
X. Mao
这本面向高年级本科生和研究生的教材现已修订更新，涵盖了各类随机系统的基本原理和应用，其中很多理论和应用内容以前没有以书籍形式出现过。对于纯数学家和应用数学家、统计学家和概率论学者、控制与通信工程师以及信息科学家、物理学家和经济学家来说，这本书也是一个有用的参考资料来源。
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.