Stochastic Differential Equations: An Introduction with Applications

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With this book you'll impress a potential employer how deep your knowledge of stochastic calculus is. The book has proposed problems with some hints for the solutions. Solving the problems will make you an SDE guru.

Author(s): Bernt K. Oksendal
Edition: 5th
Publisher: Springer
Year: 2002

Language: English
Commentary: +OCR
Pages: 352