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An introduction to stochastic differential equations / Lawrence C. Evans, Department of Mathematics, University of California, Berkeley
- Format:
- Book
- Author/Creator:
- Evans, Lawrence C., 1949-
- Series:
- Miscellaneous Books, v. 82
- Language:
- English
- Subjects (All):
- Stochastic differential equations.
- Physical Description:
- 1 online resource
- Other Title:
- Introduction to SDE
- Place of Publication:
- Providence, Rhode Island American Mathematical Society [2013]
- System Details:
- Mode of access : World Wide Web
- Contents:
- Chapter 1. Introduction Chapter 2. A crash course in probability theory Chapter 3. Brownian motion and "white noise" Chapter 4. Stochastical integrals Chapter 5. Stochastic differential equations Chapter 6. Applications Appendix Exercises Notes and suggested reading
- Notes:
- Includes bibliographical references (pages 147-148) and index
- Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2013
- Description based on print version record
- Other Format:
- Print version: Evans, Lawrence C., 1949- introduction to stochastic differential equations /
- ISBN:
- 9781470416126
- Access Restriction:
- Restricted for use by site license
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