An Introduction to StochasticDifferential Equations 7 个回复 - 2743 次查看
This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturban ...2017-6-14 17:34 - nivastuli - 金融学(理论版)
Stochastic Partial Differential Equations: An Introduction 1 个回复 - 2753 次查看
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with s ...2015-10-11 23:14 - exuan1991 - 计量经济学与统计软件