An introduction to stochastic differential equations
By: Lawrence C. Evans, Department of Mathematics, University of California, Berkeley
Publisher: American Mathematical Society
Published: 2013
Place of publication: Providence, Rhode Island
Language: eng
Number of pages: 151
ISBN-13: 9781470410544
Copyright date: 2013
Subjects: Stochastic differential equations; Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations; Probability theory and stochastic processes -- Markov processes -- Brownian motion; Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations; Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc..
Other titles: Introduction to SDE
Notes: Includes bibliographical references (pages 147-148) and index.