Stochastic Differential Equations: An Introduction with Applications (Springer Series in Solid-State Science)

by Bernt Oksendal (Author)

• Used

  Paperback
  1995

  $38.95

• New

  Paperback
  2003

  $53.72

  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.