From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic ...
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From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications...The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986
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Add this copy of Stochastic Differential Equations/an Introduction With to cart. $35.00, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 1992 by Springer.
Add this copy of Stochastic Differential Equations: an Introduction With to cart. $43.54, very good condition, Sold by Fireside Bookshop rated 4.0 out of 5 stars, ships from Stroud, GLOUCESTERSHIRE, UNITED KINGDOM, published 1989 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
1989, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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