 |  |  Nonlinear Stochastic Operator Equations
A previous volume, Stochastic Systems (1983), was the first systematic
book bringing nonlinear and stochastic equations within the reach of engi
neers and physicists concerned with the difficulties of real systems and fron
tier problems in which conventional techniques such as linearization and
perturbation are not sufficient... |  |  Introduction to Stochastic Integration (Modern Birkhäuser Classics)
A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.
Using the modern approach, the... |