Lectures on Topics in Stochastic Differential Equations

Small book cover: Lectures on Topics in Stochastic Differential Equations

Lectures on Topics in Stochastic Differential Equations

Publisher: Tata Institute of Fundamental Research
ISBN/ASIN: 3540115498
ISBN-13: 9783540115496
Number of pages: 93

The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.

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