An introduction to stochastic differential equations / Lawrence C. Evans, Department of Mathematics, University of California, Berkeley.
By: Evans, Lawrence C.
Material type:
TextPublisher: 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
| 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.