Stochastic Differential Equations

Bernt Øksendal

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2003

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The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case in order to quickly progress to the parts of the theory that are most important for the applications.

ISBN-13
9783540047582
ISBN-10
3540047581
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year
2003
Publication date
2003-07-15
Pages
379
Dimensions
236x156x21
Weight
612