Literature for Stochastische Differentialgleichungen


Link to the Homepage: Stochastische Differentialgleichungen


no image available Karatzas, Ioannis and Shreve, Steven E.
Brownian motion and stochastic calculus
Springer 2000
no image available Øksendal, Bernt K.
Stochastic differential equations -
an introduction with applications

Springer 2010