An Introduction to Stochastic Differential Equations
Stochastic Differential Equations: An Introduction with Applications (Universitext)
Introduction To Stochastic Calculus With Applications (3Rd Edition)
An Introduction to Stochastic Differential Equations (Monograph Books)
J**E
An excellent introduction
Darn good, comprehensive but not at all laboured. The average second-year maths undergrad should have no difficulty with it.
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