Stochastic differential equations : an introduction with applications

書誌事項

Stochastic differential equations : an introduction with applications

Bernt Øksendal

(Universitext)

Springer, 2005

6th ed., corr. 3rd printing

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注記

"In this Second Corrected Printing some misprints have been corrected and other improvements in the presentation have been carried out" -- Pref. to the Third Corrected Printing of the Sixth Ed.

Bibliography: p. [349]-356

Includes index

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