文档是Oksendal 的经典教材Stochastic Dierential Equations 的习题解答。

This is a solution manual for the SDE book by ksendal, Stochastic Dierential Equations, Sixth Edition.
which is complementary to the books own solution. This version omits the problems from the chapters on
applications, namely, Chapter 6, 10, 11 and 12.