Equations with private derivatives and mathematical models in the economy. Erofenko V.T., Kozlovskaya I.S.

This book sets out a classic course of differential equations with private derivatives; The methods for solving the problem of koshi, mixed and regional tasks for hyperbolic, parabolic and elliptical equations that have physical and economic interpretation. A description of random processes is given using equations with private derivatives, Kolmogorov’s equations for Markov processes are investigated. In addition, the work shows the construction of economic and mathematical models using elements of the theory of stochastic processes, stochastic differential equations, the Black Showls equation and the equation of monetary savings.

The book is intended for students of mathematical and economic specialties of universities.