Stochastic Differential Equations
Subtitle: An Introduction with Applications
Edition: 5th ed. 1998. 2nd corr. printing edition
Publisher: Springer
Published: November 4, 2002
Language: eng
Format: Paperback
Number of pages: 326
ISBN-13: 9783540637202
Subjects: Differential Equations; Stochastics; Stochastic differential equati; Stochastic Processes; Mathematics; Science/Mathematics; Stochastic differential equations; Calculus; Probability & Statistics - General; 60G35; 60G40; 60G44; 60H10; 60J25; 60J45; 93E20; Equations; Mathematics / Statistics; Optimal Filtering; Stochastic Calculus; Stochastic Control