剧情简介：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 accessible to non-specialists and make a valuable addition to the collection of texts on the topic. —Srinivasa Varadhan, New York University This is a handy and very useful text f...(展开全部)
作者：Lawrence C. Evans
出版社：Amer Mathematical Society
ISBN：9781470410544
