Stochastic Differential Equations and Applications has added 14 important speeches

has added 14 important speeches delivered between 1974 and 1997

it recalls crucial events and episodes in the author's life

and the n-person game

and wildlife

Stochastic Differential Equations and Applications has added 14 important speechesThis text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications. The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and