Evans, Lawrence C.
An introduction to stochastic differential equations - Providence, R.I. :;Toronto : American Mathematical Society ;;Fields Institute for Research in Mathematical Sciences, c2013. - 1 online resource (viii, 151 pages : illustrations) - Miscellaneous Books, v. 82 .
Includes bibliographical references (pages 147-148) and index.
9781470416126 (online)
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations.
Probability theory and stochastic processes -- Markov processes -- Brownian motion.
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
Stochastic differential equations.
An introduction to stochastic differential equations - Providence, R.I. :;Toronto : American Mathematical Society ;;Fields Institute for Research in Mathematical Sciences, c2013. - 1 online resource (viii, 151 pages : illustrations) - Miscellaneous Books, v. 82 .
Includes bibliographical references (pages 147-148) and index.
9781470416126 (online)
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations.
Probability theory and stochastic processes -- Markov processes -- Brownian motion.
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
Stochastic differential equations.