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Stochastic Differential Equations and Applications - Mao, X
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This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.

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Stochastic Differential Equations and Applications 2007, Woodhead Publishing, Chichester, England

ISBN-13: 9781904275343

2nd edition

Trade paperback

Stochastic Differential Equations and Applications 1997, Woodhead Publishing, Chichester, England

ISBN-13: 9781898563266

Hardcover