Thread: Probability Theory Referance
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Old 11-12-2005, 06:57 AM
jason_t jason_t is offline
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Default Re: SDE
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I don't know about the quality of it, but you can't argue with the price.

math.berkeley.edu/~evans/SDE.course.pdf

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I don't know this book but Evans' book on Partial Differential Equations is the standard introductory graduate text now.
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