An introduction to stochastic differential equations Lawrence C. Evans, Department of Mathematics, University of California, Berkeley
Publication details: Providence: American Mathematical Society, 2013Description: viii, 151 p. ill 26 cmISBN:- 9781470410544 (alk. paper)
- 1470410540 (alk. paper)
- Introduction to SDE
- Stochastic differential equations
- Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
- Probability theory and stochastic processes -- Markov processes -- Brownian motion
- Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
- Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc
- 519.2
- QA274.23
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Carti | IMAR | 519.2-EVA (Browse shelf(Opens below)) | 1 | Checked out | 05/27/2016 | 0035896 |
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