Introduction to stochastic differential equations Lawrence C. Evans, Department of Mathematics, University of California, Berkeley.
Material type:
TextPublication details: Providence: American Mathematical Society, 2023.Description: viii, 151 pages : illustrations ; 26 cmISBN: - 9781470437343 (alk. paper)
- 1470410540 (alk. paper)
- Introduction to SDE
- Stochastic differential equations
- Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
- Probability theory and stochastic processes -- Markov processes -- Brownian motion
- Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
- Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc
- 519.2 Ev15I 23
- QA274.23 .E93 2013
| Item type | Current library | Collection | Call number | Status | Notes | Date due | Barcode | |
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Books
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Central Library, IISER Bhopal Reference Section | Reference | 519.2 Ev15I (Browse shelf(Opens below)) | Not For Loan | NBHM | G0617 | ||
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Books
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Central Library, IISER Bhopal General Section | 519.2 Ev15I (Browse shelf(Opens below)) | Available | NBHM | G0618 |
Browsing Central Library, IISER Bhopal shelves, Shelving location: General Section Close shelf browser (Hides shelf browser)
| 519.2 B849B Basic Stochastic Processes : | 519.2 C4722E4 Elementary probability theory : | 519.2 C654L2 The Langevin equation: | 519.2 Ev15I Introduction to stochastic differential equations | 519.2 G369T Theory of Stochastic Processes I | 519.2 G369T Theory of Stochastic Processes II | 519.2 G369T Theory of Stochastic Processes III |
Includes bibliographical references (pages 147-148) and index.
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