Stochastic Differential Equations: An Introduction with Applications

by Bernt Øksendal and Bernt K. Oksendal

Book Overview

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540637206
• ISBN13: 9783540637202
• Release Date: November 2002
• Publisher: Springer
• Length: 324 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.8" x 6.2" x 9.3"