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Practical and not too rigorous, this highly readable text on stochastic calculus provides an excellent introduction to stochastic partial differential equations. It covers important topics often ignored by other texts on the subject — including Fokker-Planck equations — and it functions as both a classroom text and a reference for professionals and students. 1974 edition.
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Marc Claude
reviewed Stochastic differential equations: theory and applications on May 08, 2012
Stochastic differential equations
This book is the 'principal' text used by, ahem, everyone in graduate courses that relate to stochastic calculus. It is certainly not a simple text, and requires background knowledge in the areas of (at least) probability/statistics and measure theory, too. It is well structured, very readable, and is an excellent second book after reading something more rudimentary, such as Brownian Motion Calculus.
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