Description

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 applications in e.g. economics, biology and physics.

More Details about Stochastic Differential Equations: An Introduction With Applications 6th Edition

General Information  
Author(s)Oksendal B
PublisherSpringer Exclusive(Cbs)
Edition6
ISBN9788181281531
Pages388
BindingPaperback
LanguageEnglish
Publish YearJanuary 2004