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I'm going to start digging into my pile of books. I have a few at home and also much more in my wishlist on Amazon. Here are a few interesting ones. Author: Bernt OksendalTitle: Stochastic Differential Equations: An Introduction with ApplicationsThis one should probably go with Stochastic Calculus since it discusses Ito's formula and other important concepts, I used this book in Florida.
I'm going to start digging into my pile of books. I have a few at home and also much more in my wishlist on Amazon.
Here are a few interesting ones.
Author: Bernt Oksendal
Title: Stochastic Differential Equations: An Introduction with Applications
This one should probably go with Stochastic Calculus since it discusses Ito's formula and other important concepts, I used this book in Florida.
