Stochastic differential equations
Subtitle: an introduction with applications
By: Bernt Øksendal.
Edition: 6th ed.
Series: Universitext
Publisher: Springer
Published: 2007
Place of publication: Berlin
Language: eng
Number of pages: 369
ISBN-13: 9783540047582
Subjects: Stochastic differential equations.
Notes: Corrected 4th printing 2007.

Includes bibliographical references (p. [351]-359) and index.