Reviews for Stochastic differential equations

The average rating for Stochastic differential equations based on 2 reviews is 4 stars.

Review # 1 was written on 2020-10-09 00:00:00 Yvonne Wiltsee Was working in option pricing, so thought I'd better get an idea of what I was doing.

Review # 2 was written on 2013-01-17 00:00:00 RUIZ JUAN 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.