ksendal, B. K.

Stochastic differential equations : an introduction with applications / print by Bernt Oksenda .- - 6th ed., corr. 4th print. - New York : Springer, c2003. - xxix, 379 p. : ill. ; 24 cm.

Includes bibliographical references and index.

9783540047582 (softcover : alk. paper)

B-41100


Stochastic differential equations.

QA274.23 / .O57 2003