Title: Introduction to stochastic differential equations /
Authors: Gard, T. C.
Publisher: M. Dekker,
Year: 1988
Subjects: Stochastic differential equations.
Contents: 1. Probability and stochastic processes -- 2. Stochastic integrals and ITO's formula -- 3. Basic theory of stochastic differential equations -- 4. Solving stochastic differential equations -- 5. Qualitative theory of stochastic differential equations -- 6. Applications in biology: population dynamics -- 7. Quantitative theory of stochastic differential equations: sample path approximations.