Introduction to Stochastic Differential Equations

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Introduction to Stochastic Differential Equations
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Introduction to Stochastic Differential Equations

Chapter 1: Introduction
Chapter 2: A crash course in basic probability theory
Chapter 3: Brownian motion and “white noise”
Chapter 4: Stochastic integrals, Itˆo’s formula
Chapter 5: Stochastic differential equations
Chapter 6: Applications
Exercises
Appendices
References

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关键词：introduction Differential Stochastic troduction Equations introduction Stochastic Differential Equations