A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equ

A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equ

This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, e

These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge abo

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of