--- product_id: 68911596 title: "Stochastic Differential Equations: An Introduction with Applications (Universitext)" price: "21074 kr" currency: ISK in_stock: true reviews_count: 8 url: https://www.desertcart.is/products/68911596-stochastic-differential-equations-an-introduction-with-applications-universitext store_origin: IS region: Iceland --- # Stochastic Differential Equations: An Introduction with Applications (Universitext) **Price:** 21074 kr **Availability:** ✅ In Stock ## Quick Answers - **What is this?** Stochastic Differential Equations: An Introduction with Applications (Universitext) - **How much does it cost?** 21074 kr with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.is](https://www.desertcart.is/products/68911596-stochastic-differential-equations-an-introduction-with-applications-universitext) ## Best For - Customers looking for quality international products ## Why This Product - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Description An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. Review: Great Exposition and Flow - The coverage of topics for an applied focus, or as a taster for pursuits more pure in the world of SDEs, is excellent. If more (e.g. analysis level) rigour is needed, one can supplement study with Durrett, or Rogers & Williams. What this book does well (which I originally hadn't appreciated) is to string together the topics well, and pitch them at a level which is not too abstruse. This is no small feat! Also, the exercises cover quite a lot of ground. This could be a good or bad thing depending on your predisposition. Review: Great book - A really good book for anyone who is looking for an introduction to SDEs or some more advanced stuff and is suitable for self-study. The book contains detailed solutions of selected exercises. I would recommend the seller to anyone. The book was sent at the same day as I made the order. ## Features - New Store Stock ## Technical Specifications | Specification | Value | |---------------|-------| | Best Sellers Rank | 381,814 in Books ( See Top 100 in Books ) 83 in Mathematical Optimisation 298 in Engineering Physics 375 in Applied Mathematics (Books) | | Customer Reviews | 4.3 out of 5 stars 76 Reviews | ## Images ![Stochastic Differential Equations: An Introduction with Applications (Universitext) - Image 1](https://m.media-amazon.com/images/I/61CKDLuAb5L.jpg) ## Customer Reviews ### ⭐⭐⭐⭐⭐ Great Exposition and Flow *by M***K on 4 May 2021* The coverage of topics for an applied focus, or as a taster for pursuits more pure in the world of SDEs, is excellent. If more (e.g. analysis level) rigour is needed, one can supplement study with Durrett, or Rogers & Williams. What this book does well (which I originally hadn't appreciated) is to string together the topics well, and pitch them at a level which is not too abstruse. This is no small feat! Also, the exercises cover quite a lot of ground. This could be a good or bad thing depending on your predisposition. ### ⭐⭐⭐⭐⭐ Great book *by A***E on 30 October 2018* A really good book for anyone who is looking for an introduction to SDEs or some more advanced stuff and is suitable for self-study. The book contains detailed solutions of selected exercises. I would recommend the seller to anyone. The book was sent at the same day as I made the order. ### ⭐⭐⭐⭐⭐ Great book to get back into stochastic calculous *by P***R on 1 November 2013* A bit basic for advanced calculous, a bit complicated for newcomers, but if you are using stochastic calculous every now and then and need to stay "fresh" it's perfect. ## Frequently Bought Together - Stochastic Differential Equations: An Introduction with Applications (Universitext) - Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) - Introduction To Stochastic Calculus With Applications (3Rd Edition) --- ## Why Shop on Desertcart? - 🛒 **Trusted by 1.3+ Million Shoppers** — Serving international shoppers since 2016 - 🌍 **Shop Globally** — Access 737+ million products across 21 categories - 💰 **No Hidden Fees** — All customs, duties, and taxes included in the price - 🔄 **15-Day Free Returns** — Hassle-free returns (30 days for PRO members) - 🔒 **Secure Payments** — Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** — Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.is/products/68911596-stochastic-differential-equations-an-introduction-with-applications-universitext](https://www.desertcart.is/products/68911596-stochastic-differential-equations-an-introduction-with-applications-universitext) --- *Product available on Desertcart Iceland* *Store origin: IS* *Last updated: 2026-05-18*