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 **ChrisRedfield** at Feb. 7, 2017

Published: 2007-07-19 | ISBN: 0199205213, 0199205221 | PDF | 455 pages | 6.77 MB

Posted by **step778** at April 18, 2016

2007 | pages: 547 | ISBN: 0849390087 | PDF | 3 mb

Posted by **arundhati** at Dec. 18, 2015

2002 | ISBN-10: 080186867X, 0801868661 | 128 pages | PDF | 12 MB

Posted by **DZ123** at Oct. 14, 2015

English | 1978 | ISBN: 0471029513 | DJVU | pages: 269 | 1,1 mb

Posted by **arundhati** at July 24, 2015

2011 | ISBN-10: 1439818827 | 490 pages | PDF | 4 MB

Posted by **step778** at May 29, 2015

2007 | pages: 472 | ISBN: 0199205213 | PDF | 7,1 mb

Posted by **interes** at Nov. 20, 2014

English | 2007 | ISBN: 0849390087 | 552 pages | PDF | 5,4 MB

Posted by **ChrisRedfield** at July 7, 2014

Published: 2008-09-15 | ISBN: 0199219702 | PDF | 224 pages | 4 MB

Posted by **nebulae** at Nov. 21, 2013

English | ISBN: 0817633863, 3764333863 | 2013 | 300 pages | Djvu | 3 MB