Stochastic differential equations and applications(Mao Xuerong).pdf
本书是毛学荣著的随机微分等式及其应用,里面有伊藤积分,随机微分等式,布朗运动,各种关于随机微分的知识,如果是学习随机过程方向的同学,真本书是很值得深入学习的一本专业书
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