Introduction to stochastic differential equations
Evans, Lawrence C.
Introduction to stochastic differential equations Introduction to SDE Lawrence C. Evans, Department of Mathematics, University of California, Berkeley. - Providence: American Mathematical Society, 2023. - viii, 151 pages : illustrations ; 26 cm.
Includes bibliographical references (pages 147-148) and index.
9781470437343 (alk. paper) 1470410540 (alk. paper)
2013024818
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, etc..
QA274.23 / .E93 2013
519.2 Ev15I
Introduction to stochastic differential equations Introduction to SDE Lawrence C. Evans, Department of Mathematics, University of California, Berkeley. - Providence: American Mathematical Society, 2023. - viii, 151 pages : illustrations ; 26 cm.
Includes bibliographical references (pages 147-148) and index.
9781470437343 (alk. paper) 1470410540 (alk. paper)
2013024818
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, etc..
QA274.23 / .E93 2013
519.2 Ev15I