Stochastic Differential Equations: Theory and Applications

Présentation de l'éditeur:

Practical and not too rigorous, this highly readable text on stochastic calculus provides an excellent introduction to stochastic partial differential equations. It covers important topics often ignored by other texts on the subject including Fokker-Planck equations and it functions as both a classroom text and a reference for professionals and students. 1974 edition.

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