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Stochastic differential equations :

Øksendal, B. K. 1945-

Stochastic differential equations : an introduction with applications / Bernt Øksendal. - 6th ed. - Berlin ; New York : Springer, c2003. - xxiii, 360 p. : ill. ; 24 cm. - Universitext .

Includes bibliographical references (p. [345]-351) and index.

8181281535


Stochastic differential equations.

519.2 / ØKS