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

MaRDI QIDQ2807966zbMATH OpenFDO

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)

Cited in

(3)

• scientific article; zbMATH DE number 6444916 (Why is no real title available?)
• Book review of: F. Baudoin, Diffusion processes and stochastic calculus
• FCAA Related News, Events and Books (FCAA–volume 21–2–2018)

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