Oksendal, B. K. 1945-

Stochastic differential equations : an introduction with applications / Bernt Oksendal. - 6th ed. - Berlin : Springer, 2003. - xxvii, 365 p. : ill. ; 24 cm. - Universitext. .

Includes bibliographical references (p. [349]-356) and index.



3540047581 (pbk.) RM161.47


Stochastic differential equations.