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Stochastic Differential Equations: An Introduction with Applications by Bernt ?k

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By Bernt Øksendal. This is the best single resource for learning the stochastic calculus …. ". a highly readable account, suitable for self-study and for use in the classroom.". (René L. Schilling, The Mathematical Gazette, March, 2005)"This is the sixth edition of the classical and excellent book on stochastic differential equations.

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ISBN-13:

9783540047582
Book Title:

Stochastic Differential Equations
ISBN:

9783540047582

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