Stochastic Differential Equations: An Introduction with Applications. Bernt K. Oksendal

Stochastic Differential Equations: An Introduction with Applications



Download Stochastic Differential Equations: An Introduction with Applications



Stochastic Differential Equations: An Introduction with Applications Bernt K. Oksendal ebook djvu
Publisher: Springer
Language: English
Page: 352
ISBN: 3540637206, 9783540637202

From reviews of the fourth edition: "It is a rare case for one book to have 4 editions during a short time period of 10 years and the book under reviews is just the case. There are of course reasons for that and we find them when opening and reading the book. The book is so well organized and well written that a wide circle of readers will benefit much of using it. The price is so resonable, so not only libraries but many individuals will buy this excellent textbook. No doubt that this edition will be as successful as the previous ones." --ZentralblattMATH

The new feature of this 5th edition is an extra chapter on applications to mathematical finance.



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