Title: | AN INTRODUCTION TO STOCHASTIC DIFFERENTIAL EQUATIONS |
Authors: | Lawrence C. Evans, Author |
Material Type: | printed text |
Publisher: | Providence RI : American Mathematical Society, 2013 |
ISBN (or other code): | 978-1-4704-1054-4 |
Size: | viii-151 p. / 26 cm |
Languages: | English |
Class number: | MATH (MATHEMATIQUES) |
Keywords | Brownian motion , Probability , Stochastic calculus , Stochastic differential equations |
Copies (1)
Barcode | Call number | Media type | Location | Section | Status | Commentaire |
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009153 | MATH3 EVA | papier | CNRS | MATH (MATHEMATIQUES) | Available |