000			01076nmm a2200193Ia 4500
008			230425s9999||||xx |||||||||||||||||und||
020			_a9781470416126 (online)
100			_aEvans, Lawrence C.
245		3	_aAn introduction to stochastic differential equations
260			_aProvidence, R.I. :;Toronto : _bAmerican Mathematical Society ;;Fields Institute for Research in Mathematical Sciences, _cc2013.
300			_a1 online resource (viii, 151 pages : illustrations)
490			_aMiscellaneous Books, _vv. 82
504			_aIncludes bibliographical references (pages 147-148) and index.
650			_aNumerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations.
650			_aProbability theory and stochastic processes -- Markov processes -- Brownian motion.
650			_aProbability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
650			_aStochastic differential equations.
856			_uhttps://doi.org/10.1090/mbk/082
999			_c31557 _d31557