Stochastic differential equations: an introduction with applications

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Springer-Verlag, 1985 - Mathematics - 205 pages
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Review: Stochastic Differential Equations: An Introduction with Applications

User Review  - Yan Zhu - Goodreads

It's a very well written book, but to appreciate this book, one still need a good understanding of graduate level probability knowledge, such as martingale, stopping time. I took out of 1 star after i ... Read full review

Review: Stochastic Differential Equations: An Introduction with Applications

User Review  - Jerzy - Goodreads

(supposed to be one of the best intros to stochastic calculus out there) Read full review

Contents

lNTRODUCTlON
1
SOME MATHEMATlCAL PRELlMlNARlES
7
lTO lNTEGRALS
15
Copyright

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