Stochastic Differential Equations : an Introduction with Applications /

From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he...

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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, 1989.
Edition:	Second edition.
Series:	Universitext,
Subjects:	Mathematics. Distribution (Probability theory) Mathematical physics. Engineering mathematics. Electronic books.
Online Access:	Connect to the full text of this electronic book