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Stochastic differential equations : an introduction with applications / Bernt Oksendal.

By: Oksendal, B. K.
Material type: TextTextSeries: Universitext.Publisher: Berlin ; New York : Springer, c1998Edition: 5th ed.Description: xix, 324 p. : ill. ; 24 cm.ISBN: 8181281535 (softcover : alk. paper).Subject(s): Stochastic differential equations

Includes bibliographical references (p. [311]-316) and index.