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Synopsis
This book gives 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 (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. The new feature of this 5th edition is an extra chapter on applications to mathematical finance.
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Stochastic differential equations An introduction with applications
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Springer, Berlin ; Heidelberg ; New York ; London ; Paris ;, 1989
ISBN 10: 0387517405
ISBN 13: 9780387517407
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Kartoniert
Seller: Antiquariat Lücke, Einzelunternehmung, Schweinfurt, Germany
Seller rating 5 out of 5 stars
Kartoniert. Condition: Gut. 2. ed. 25 cm XV, 186 S. Orig.-Karton. Mit graph. Darst. Leichte Gebrauchsspuren. Insgesamt gutes Exemplar. Seller Inventory # 31109
Quantity: 1 available
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Introduction to Contact Mechanics
Seller: p015, Rotterdam, Netherlands
Seller rating 5 out of 5 stars
Paperback. Condition: Good. Staat: Zeer goed. Titel: Introduction to Contact Mechanics. Editie: 2. Jaar van uitgave: 1989. Taal: Engels. Lichte gebruik-/opslagsporen. Hoekje(s) licht gebogen. Seller Inventory # 166884
Quantity: 1 available