Title: An introduction to stochastic differential equations
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.., Difference equations, Numerical analysis, Stochastic processes, Mathematics / probability & statistics / general, Mathematics / applied, Numerical analysis -- partial differential equations, boundary value problems -- probabilistic methods, particle methods, etc, 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--msc, Numerical analysis ... probabilistic methods, simulation and stochastic differential equations ... stochastic differential and integral equations--msc, Probability theory and stochastic processes ... markov processes ... brownian motion--msc, Probability theory and stochastic processes ... stochastic analysis ... stochastic ordinary differential equations--msc, Stochastische differentialgleichung, Science -- mathematics -- probabilities -- stochastic processes -- stochastic analysis -- stochastic differential equations, Qa274.23 .e93 2013, 519.2, 65c30 60j65 60h10 65n75, Mat 606f, Sk 820