000			00971nam a22002777a 4500
003			IIITD
005			20250428162934.0
008			250425b |||||||| |||| 00| 0 eng d
020			_a9781470437343
040			_aIIITD
082			_a519.2 _bEVA-I
100			_aEvans, Lawrence C
245			_aAn introduction to stochastic differential equations _cby Lawrence C Evans
260			_aProvidence : _bAmerican Mathematical Society, _c©2013
300			_aviii, 151 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index
505			_tPart 1. Introduction
505			_tPart 2. A crash course in probability theory
505			_tPart 3. Brownian motion and "white noise"
505			_tPart 4. Stochastic integrals
505			_tPart 5. Stochastic differential equations
505			_tPart 6. Applications
650			_aProbability theory and stochastic processes
650			_aStochastic differential equations
942			_cBK _2ddc
999			_c189981 _d189981