000 01729cam a2200349 i 4500
001 17791910
003 OSt
005 20230628163651.0
008 130626t20132013riua b 001 0 eng
010 _a 2013024818
020 _a9781470437343 (alk. paper)
020 _a1470410540 (alk. paper)
040 _aDLC
_beng
_cIISERB
_erda
_dDLC
042 _apcc
050 0 0 _aQA274.23
_b.E93 2013
082 0 0 _a519.2 Ev15I
_223
084 _2msc
100 1 _aEvans, Lawrence C.
_929417
245 1 3 _aIntroduction to stochastic differential equations
_cLawrence C. Evans, Department of Mathematics, University of California, Berkeley.
246 1 _aIntroduction to SDE
260 _aProvidence:
_bAmerican Mathematical Society,
_c2023.
300 _aviii, 151 pages :
_billustrations ;
_c26 cm.
504 _aIncludes bibliographical references (pages 147-148) and index.
650 0 _aStochastic differential equations.
_929418
650 7 _aNumerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations.
_2msc
_929419
650 7 _aProbability theory and stochastic processes -- Markov processes -- Brownian motion.
_2msc
_929420
650 7 _aProbability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
_2msc
_929421
650 7 _aNumerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc..
_2msc
_929422
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK
999 _c10051
_d10051