Stochastic differential equations [electronic resource] : an introduction with applications / Bernt Øksendal.
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presenta...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
©2003.
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| Edition: | 6th ed. |
| Series: | Universitext.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
QA274.23 .O47 2003eb
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| QA274.23 .O47 2003eb | Available |