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"stochastic differential equation" » "stochastic differential equations", "stochastic difference equations"
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1
by Bass, Richard F.
Published 1998
Springer New York
Table of Contents: “...Stochastic Differential Equations -- Representations of Solutions -- Regularity of Solutions -- One...”
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2
by Bass, Richard F.
Published 2011
Cambridge University Press
Table of Contents: “... differential equations -- 25. Weak solutions of SDEs -- 26. The Ray-Knight theorems -- 27. Brownian excursions...”