Normal view MARC view ISBD view

An introduction to stochastic differential equations / Lawrence C. Evans, Department of Mathematics, University of California, Berkeley.

By: Evans, Lawrence C, 1949-.
Material type: TextTextPublisher: Hyderabad : Universities Press (India) Private Limited. 2023Copyright date: ©2017Description: viii, 151 pages : illustrations ; 26 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781470437343 (pbk.).Other title: Introduction to SDE.Subject(s): Stochastic differential equations | Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations | Probability theory and stochastic processes -- Markov processes -- Brownian motion | Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations | Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etcDDC classification: 519.2 Other classification: 65C30 | 60J65 | 60H10 | 65N75
List(s) this item appears in: 2024-05-30
Item type Current location Call number Status Date due Barcode Item holds
Book Chennai Mathematical Institute
General Stacks
519.2 EVA (Browse shelf) Available 11170
Total holds: 0

Gifted by NBHM.

Includes bibliographical references (pages 147-148) and index.