Stochastic differential equations : an introduction with applications /

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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Bibliographic Details
Main Author: Øksendal, B. K. (Bernt Karsten), 1945-
Format: Book
Language:English
Published: Berlin ; New York : Springer, ©2003.
Edition:6th ed.
Series:Universitext
Subjects:
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