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 ... Read More

Stochastic Differential Equations: An Introduction with Applications 1995, Springer

ISBN-13: 9780387602431

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

ISBN-13: 9780387533353

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

ISBN-13: 9783540533351

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

ISBN-13: 9783540517405

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