Stochastic Differential Equations: an introduction with applications

Øksendal, Bernt Karsten

Stochastic Differential Equations: an introduction with applications - 6th ed. - Berlin; Springer, 2003. - xxiii, 360 p. : ill. ; 24 cm. - Universitext .

Includes bibliographical references,& index.

3540047581 (softcover : alk. paper)

2003052637


Differential equations.

519.22 OKS 2003