Stochastic Differential Equations

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From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theo...
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From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theo...
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  • Formats: pdf
  • ISBN: 9783662025741
  • Publication Date: 17 Apr 2013
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM