An introduction to stochastic differential equations

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Material type: Text

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Contents:

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

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Books	IIITD General Stacks	Mathematics	519.2 EVA-I (Browse shelf(Opens below))	Available		013277

Total holds: 0

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Previous	519.2 DEG-P Probability and statistics	519.2 DEK-M A modern introduction to probability and statistics : understanding why and how	519.2 DIN-P Probability theory in finance : a mathematical guide to the Black-Scholes formula 2	519.2 EVA-I An introduction to stochastic differential equations	519.2 FRE-I Introduction to probability	519.2 GHA-F Fundamentals of probability with stochastic processes	519.2 GIR-A Applied probability : from random experiments to random sequences and statistics	Next