An Introduction To Stochastic Differential Equations

Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour.

• | By (Author): Lawrence C. Evans
• | Publisher: American Mathematical Society
• | Publication Date: Nov 30, 2013
• | Country of Publication: United States
• | Number of Pages: 151 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1470410540
• | ISBN-13: 9781470410544