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, 2007

6th ed., corr. 4th printing

Note

"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

• NCID: BA82284694
• ISBN:
  • 3540047581
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xxix, 369 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.23
  • DC21 : 519.2
  • NDC9 : 417.1
• Subject Headings:
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA00021004