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

zbMATH Open1437.00017MaRDI QIDQ2807966

W. 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) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30) External book reviews (00A17)

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