Stochastic Differential Equations

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These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen­ tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica­ tions outside ...
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These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen­ tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica­ tions outside ...
Read more
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  • Formats: pdf
  • ISBN: 9783662130506
  • Publication Date: 9 Mar 2013
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM