An Introduction to Stochastic Differential Equations

By Lawrence C. Evans

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1470410540
• ISBN13: 9781470410544
• Release Date: January 2014
• Publisher: American Mathematical Society
• Length: 151 Pages
• Weight: 0.65 lbs.