Stochastic Differential Equations: An Introduction with Applications (Universitext)

Stochastic Differential Equations: An Introduction with Applications (Universitext)

by Bernt Øksendal (Author), Bernt Øksendal (Author)

Synopsis

Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.

$53.74

Save:$8.72 (14%)

Quantity

3 in stock

More Information

Format: Paperback
Pages: 406
Edition: 6th ed. 2003
Publisher: Springer
Published: 15 Jul 2003

ISBN 10: 3540047581
ISBN 13: 9783540047582