Stochastic differential equations : an introduction with applications

書誌事項

Stochastic differential equations : an introduction with applications

Bernt Øksendal

(Universitext)

Springer, 2007

6th ed., corr. 4th printing

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注記

"Basically all the corrections in this printing are due to Ralf Forster..." -- Pref. to the Fourth Corrected Printing of the Sixth Ed.

Includes bibliographical references and index

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