Stochastic differential equations : an introduction with applications

Author(s)

• Øksendal, Bernt Karsten

Bibliographic Information

Stochastic differential equations : an introduction with applications

Bernt Øksendal

（Universitext）

Springer, 2005

6th ed., corr. 3rd printing

Note

"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

Details

• NCID: BA74888245
• ISBN:
  • 3540256628
• LCCN: 2005931222
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xxvii, 365 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.23
  • DC21 : 519.2
  • NDC9 : 417.1
• Subject Headings:
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA00021004