Stochastic differential equations in science and engineering /

Henderson, Douglas, 1934-

Stochastic differential equations in science and engineering / Douglas Henderson, Peter Plaschko. - New Jersey : World Scientific, 2006. - xxiii, 215 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)

Includes bibliographical references (p. 205-209) and index.

9812562966 (alk. paper)

2005042412


Engineering mathematics.
Stochastic differential equations.
Science--Mathematics.

TA347.D45 / H46 2006

519.2