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9783540047582

Stochastic Differential Equations An Introduction With Applications

Stochastic Differential Equations An Introduction With Applications
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  • ISBN-13: 9783540047582
  • ISBN: 3540047581
  • Edition: 6
  • Publication Date: 2003
  • Publisher: Springer Verlag

AUTHOR

Oksendal, B. K.

SUMMARY

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate learning and illustrate the theory by showing its importance for many applications in such fields as economics, biology and physics.Oksendal, B. K. is the author of 'Stochastic Differential Equations An Introduction With Applications', published 2003 under ISBN 9783540047582 and ISBN 3540047581.

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