Stochastic differential equations : an introduction with applications /

Øksendal, B. K. 1945-

Stochastic differential equations : an introduction with applications / Bernt Øksendal. - 6th ed. (corrected 4th print.) - Berlin ; New York : Springer, c2007. - xxix, 369 p. : ill. ; 24 cm. - Universitext .

Includes bibliographical references (p. [345]-351) and index.

3540047581 (softcover : alk. paper) 9783540047582

2003-052637


Stochastic differential equations.

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