Stochastic Differential Equations: An Introduction with Applications - Oksendal, Bernt, and Ksendal, B K

From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants ...

Stochastic Differential Equations: An Introduction with Applications 1995, Springer

ISBN-13: 9780387602431

4th edition

Trade paperback

Select
Stochastic Differential Equations: An Introduction with Applications 1992, Springer, Berlin, Germany

ISBN-13: 9780387533353

3rd edition

Trade paperback

Select
Stochastic Differential Equations: An Introduction with Applications 1992, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783540533351

3rd Revised edition

Trade paperback

Select
Stochastic Differential Equations: An Introduction with Applications 1989, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783540517405

2nd Revised edition

Paperback

Select