Stochastic Differential Equations: An Introduction with Applications By Bernt K. Oksendal
2002 | 352 Pages | ISBN: 3540637206 | DJVU | 1 MB
2002 | 352 Pages | ISBN: 3540637206 | DJVU | 1 MB
With this book you'll impress a potential employer how deep your knowledge of stochastic calculus is. The book has proposed problems with some hints for the solutions. Solving the problems will make you an SDE guru.