Stochastic differential equations
Subtitle: an introduction with applications
By: Bernt Øksendal.
Edition: 3rd ed.
Series: Universitext
Publisher: Springer
Published: 1992
Place of publication: Berlin; New York
Language: eng
Number of pages: 224
Subjects: Stochastic differential equations
Notes: Includes bibliographical references (p. 208-214) and index.