Stochastic differential equations

Øksendal, Bernt Stochastic differential equations : an introduction with applications / Bernt Øksendal. -- 6th ed. -- Heidelberg : Springer, 2013. -- xxxi, 379 s. ; 24 cm. -- (Universitext). -- Bibliografia s. 361-369. Register. -- ISBN 978-3-540-04758-2 (brož.)

1. matematika 2. diferenciálne rovnice 3. stochastické procesy

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