TY  - BOOK
AU  - Evans,Lawrence C.
TI  - Introduction to stochastic differential equations 
SN  - 9781470437343 (alk. paper)
AV  - QA274.23 .E93 2013
U1  - 519.2 Ev15I 23
PY  - 2023///
CY  - Providence
PB  - American Mathematical Society, 
KW  - Stochastic differential equations
KW  - Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
KW  - msc
KW  - Probability theory and stochastic processes -- Markov processes -- Brownian motion
KW  - Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
KW  - Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc
N1  - Includes bibliographical references (pages 147-148) and index
ER  -