---
product_id: 2664298
title: "Stochastic Differential Equations: An Introduction with Applications (Universitext)"
brand: "bernt oksendal"
price: "€ 119.59"
currency: EUR
in_stock: true
reviews_count: 6
url: https://www.desertcart.hr/products/2664298-stochastic-differential-equations-an-introduction-with-applications-universitext
store_origin: HR
region: Croatia
---

# Stochastic Differential Equations: An Introduction with Applications (Universitext)

**Brand:** bernt oksendal
**Price:** € 119.59
**Availability:** ✅ In Stock

## Quick Answers

- **What is this?** Stochastic Differential Equations: An Introduction with Applications (Universitext) by bernt oksendal
- **How much does it cost?** € 119.59 with free shipping
- **Is it available?** Yes, in stock and ready to ship
- **Where can I buy it?** [www.desertcart.hr](https://www.desertcart.hr/products/2664298-stochastic-differential-equations-an-introduction-with-applications-universitext)

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- bernt oksendal enthusiasts

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## Customer Reviews

### ⭐⭐⭐⭐⭐ Recommended to anyone new to SDEs
*by A***R on January 15, 2012*

This book is offers an excellent introduction to SDE but limiting the text to integration w.r.t Brownian motion.The book is structured by first introducing 6 problems which are solved using the concepts and theory discussed in the chapters that follow. This is an excellent pedagogical tool, that is used to focus the mind on applications, in order to understand the abstract concepts discussed.The level of mathematics is moderate in difficulty with some proofs omitted (but with references included) for the sake of not veering away too far from the main concepts (and the need to introduce further preliminaries to understand the proof).There are also exercises included (with some solutions and hints) that allows the reader to solidify the understanding and applications.The follow-up text is commonly the Karatzas and Shreve book,though its level of difficulty is substantially higher than this text.

### ⭐⭐⭐⭐⭐ this book covers most topics of stochastic calculus in great detail and with sufficient clarity
*by D***C on April 2, 2016*

A classic. Written with an advanced reader in mind, this book covers most topics of stochastic calculus in great detail and with sufficient clarity. Worked examples are very helpful. Unless your (graduate) degree included coursework in stochastic calculus, it is not easy reading. Definitely read it with pen and paper, otherwise a lot of the material will not sink in.

### ⭐⭐⭐⭐⭐ Clear and Straight-forward
*by C***G on August 21, 2005*

From the cover, one can infer that this book means business. Some books still try to be artistic to attract audiences, whereas this book does away with a creative cover altogether. How often do you see that a book's cover contains five sample paths of a geometric Brownian Motion? Inside, Oksendal writes very clearly and uses the same format throughout. Although the topic is not the easiest to understand, you can acquire the skills that would allow you to gain sufficient knowledge of stochastic differential equations. He starts off with a good introduction and then moves on to the main topics. His applications to finance are also very useful for those in the field. A word of caution is that you would need a decent background in mathematics to read this book, but it is easier than Shreve or Karatzas and Shreve.

## 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)

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*Last updated: 2026-01-28*