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AN INTRODUCTION TO STOCHASTIC
DIFFERENTIAL EQUATIONS
VERSION 1.2
Lawrence C. Evans


Table of Contents 

Chapter 1: Introduction

Chapter 2: A crash course in basic probability theory

Chapter 3: Brownian motion and “white noise”

Chapter 4: Stochastic integrals, Itˆ’s formula

Chapter 5: Stochastic differential equations

Chapter 6: Applications



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