Differential equations and their applications : an introduction to applied mathematics by Braun, Martin, 1941-Publication date 1993 Topics Differential equations Publisher New York : Springer-Verlag ...

1, Some mathematical preliminaries. 2, Itô integrals. 3, The Itô formula and the martingale representation theorem. 4, Stochastic differential equations. 5, The filtering problem. 6, Diffusions : ...