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:
Online Access:Connect to the full text of this electronic book