Stochastic differential equations an introduction with applications

• Main Author: Aksendal, Bernt Karsten 1945-
• Format: Book
• Language: English
• Published: Berlin New York Springer c1998
• Edition: 5th edition
• Series: Universitext
• Subjects: Στοχαστικές διαδικασίες; Εξισώσεις, Διαφορικές
• Physical Description: xix, 324 p. ill. 24 cm.
• Bibliography: Includes bibliographical references (p. [311]-316) and index
• ISBN: 3540637206