Posted by **AlenMiler** at June 27, 2017

English | 21 Jun. 2017 | ISBN: 1292083573 | 840 Pages | PDF | 198.29 MB

Posted by **interes** at June 26, 2017

English | 2017 | ISBN: 0198796633 | 240 pages | PDF | 1,3 MB

Posted by **IrGens** at June 22, 2017

English | January 26, 2017 | ISBN: 1474236731, 147423674X | PDF | 368 pages | 6.1 MB

Posted by **libr** at June 21, 2017

English | ISBN: 0470663065 | 2011 | 352 pages | PDF | 4,6 MB

Posted by **libr** at June 18, 2017

English | 2010 | ISBN: 1845119576, 1845119584 | 288 pages | PDF | 1,4 MB

Posted by **roxul** at June 16, 2017

2012 | ISBN: 1119961858 | 248 pages | PDF | 3,5 MB

Posted by **First1** at June 14, 2017

English | January 5th, 2014 | ISBN: 1470410540 | 161 Pages | True PDF | 2.13 MB

This short book 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 concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations.

Posted by **libr** at June 10, 2017

English | ISBN: 0521194520 | 2009 | 506 pages | PDF | 2,5 MB

Posted by **libr** at June 9, 2017

English | ISBN: 0321756312 | 2012 | 528 pages | PDF | 54,7 MB

Posted by **libr** at June 8, 2017

English | ISBN: 0521887070 | 2013 | PDF | 533 pages | 9,7 MB