Abstract
To convince the reader that stochastic differential equations is an important subject let us mention some situations where such equations appear and can be used. If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic mathematical model of the situation.
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© 2003 Springer-Verlag Berlin Heidelberg
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Øksendal, B. (2003). Introduction. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14394-6_1
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DOI: https://doi.org/10.1007/978-3-642-14394-6_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-04758-2
Online ISBN: 978-3-642-14394-6
eBook Packages: Springer Book Archive