An Introduction to Stochastic Differential Equations by Lawrence C Evans

An Introduction to Stochastic Differential Equations by Lawrence C Evans

Provides a quick, but very readable introduction to stochastic differential equationsthat is, to differential equations subject to additive white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour.

.. [A]n interesting and unusual introduction to stochastic differential equations...topical and appealing to a wide audience. ... This is interesting stuff and, because of Evans' always clear explanations, it is fun too." - MAA Reviews

Lawrence C. Evans, University of California, Berkeley, CA, USA

SKU	Unavailable
ISBN 13	9781470410544
ISBN 10	1470410540
Title	An Introduction to Stochastic Differential Equations
Author	Lawrence C Evans
Series	Monograph Books
Condition	Unavailable
Binding Type	Hardback
Publisher	American Mathematical Society
Year published	2014-01-30
Number of pages	151
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.