Book review of: L. C. Evans, An introduction to stochastic differential equations

zbMATH Open1437.00017MaRDI QIDQ2807966FDOQ2807966

Authors: Walter Schachermayer 

Publication date: 25 May 2016

Published in: Internationale Mathematische Nachrichten (Search for Journal in Brave)

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) External book reviews (00A17) Numerical solutions to stochastic differential and integral equations (65C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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