An introduction to stochastic differential equations
Evans, Lawrence C
An introduction to stochastic differential equations by Lawrence C Evans - Providence : American Mathematical Society, ©2013 - viii, 151 p. : ill. ; 24 cm.
Includes bibliographical references and index
Part 1. Introduction Part 2. A crash course in probability theory Part 3. Brownian motion and "white noise" Part 4. Stochastic integrals Part 5. Stochastic differential equations Part 6. Applications
9781470437343
Probability theory and stochastic processes
Stochastic differential equations
519.2 / EVA-I
An introduction to stochastic differential equations by Lawrence C Evans - Providence : American Mathematical Society, ©2013 - viii, 151 p. : ill. ; 24 cm.
Includes bibliographical references and index
Part 1. Introduction Part 2. A crash course in probability theory Part 3. Brownian motion and "white noise" Part 4. Stochastic integrals Part 5. Stochastic differential equations Part 6. Applications
9781470437343
Probability theory and stochastic processes
Stochastic differential equations
519.2 / EVA-I