Stochastic Differential Equations for Science and Engineering

DOI10.1201/9781003277569zbMATH Open1521.60001OpenAlexW4365999554MaRDI QIDQ6101161

Uffe Høgsbro Thygesen

Publication date: 20 June 2023

Full work available at URL: https://doi.org/10.1201/9781003277569

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic systems in control theory (general) (93E03)

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