This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan

Friday, January 12, 2007

Stochastic Differential Equations: Books: Bernt K. Oksendal

I started reading Stochastic Differential Equations by Bernt K. Oksendal. So far, I found the introduction very interesting. It explains how and where stochastic differential equations are used. Recently, one of my colleagues asked what exactly are they, and I struggled to answer the question. Now, I know where to send him :)

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