Oksendal, B. (2004). Stochastic differential equations: An introduction with applications (6th ed.). Springer.
Chicago Edition CitationOksendal, Bernt. Stochastic Differential Equations: An Introduction with Applications. 6th ed. New York: Springer, 2004.
MLA Edition CitationOksendal, Bernt. Stochastic Differential Equations: An Introduction with Applications. 6th ed. Springer, 2004.
Warning: These citations may not always be 100% accurate.