Stochastic Differential Equations
Subtitle: An Introduction With Applications (Universitext)
Edition: 4th ed. edition
Publisher: Springer-Verlag Telos
Published: September 1995
Language: eng
Format: Paperback
Number of pages: 271
ISBN-13: 9783540602439
Subjects: Differential Equations; Mathematics for scientists & engineers; Stochastics; Mathematics; Science/Mathematics; Probability & Statistics - General; Stochastic differential equations
First sentence: If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic mathematical model of the situation.