Stochastic Di3erential Equations

  • Søren Asmussen
  • Peter W. Glynn
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 57)


Brownian Motion Sample Path Standard Brownian Motion Euler Scheme Geometric Brownian Motion 
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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  • Søren Asmussen
    • 1
  • Peter W. Glynn
    • 2
  1. 1.Department of Mathematical SciencesAarhus UniversityNy MunkegadeDenmark
  2. 2.Department of Management Science and EngineeringStanford UniversityStanfordUSA

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