1
by Buchen, Peter
Published 2012
CRC Press
... integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own...

2
by Iacus, Stefano M.
Published 2011
J. Wiley & Sons
Table of Contents: ...3.7.2 Brownian motion is a martingale3.7.3 Brownian motion and partial differential equations; 3.8...