The DOI matches its Crossref record.
Stochastic differential equations and applications
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.
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Citations
Cited by
Extracting macroscopic dynamics: model problems and algorithms
Givon, D., Kupferman, R., & Stuart, A. (2004) · Nonlinearity · doi:10.1088/0951-7715/17/6/r01 · Cited by 363
ImitationFlow: Learning Deep Stable Stochastic Dynamic Systems by Normalizing Flows
Urain, J., Ginesi, M., Tateo, D., & Peters, J. (2020) · 2020 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS) · doi:10.1109/iros45743.2020.9341035 · Cited by 56
Predictor methods for finite-dimensional observer-based control of stochastic parabolic PDEs
Wang, P., & Fridman, E. (2023) · Systems & Control Letters · doi:10.1016/j.sysconle.2023.105632 · Cited by 7
Metadata
- Authors
- Mao, X.
- Venue
- Woodhead Publishing Limited eBooks
- Publisher
- Woodhead Publishing Limited
- Published
- 2008
- OpenAlex
- W1494628843
- Cited by
- 4,589
- References
- 0
- FWCI
- 127.16
- Type
- book
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Stochastic differential equations and applications. https://app.cochat.ai/papers/10.1533/9780857099402
- The paper
- Mao, X. (2008). Stochastic differential equations and applications. Woodhead Publishing Limited eBooks. https://doi.org/10.1533/9780857099402
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
