Stochastic Differential Equations : an Introduction with Applications /

From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness that it scares the nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view.: Not knowing anythi...

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Bibliographic Details

Main Author:	Øksendal, Bernt
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1992.
Edition:	Third edition.
Series:	Universitext,
Subjects:	Mathematics. Global analysis (Mathematics) System theory. Mathematical optimization. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book