http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
introduction to stochastic differential equations
Includes bibliographical references and index.
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
Probability theory and stochastic processes -- Markov processes -- Brownian motion
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc