Stochastic Calculus: A Practical Introduction (Probability and Stochastics Series)

3 avg rating
( 2 ratings by Goodreads )
 
9780849380716: Stochastic Calculus: A Practical Introduction (Probability and Stochastics Series)

This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.

The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.

"synopsis" may belong to another edition of this title.

From the Back Cover:

This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one dimensional case. This time-saving book concludes by treating semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 154.95
US$ 133.06

Convert Currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Richard Durrett
Published by Taylor Francis Inc, United States (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Hardcover Quantity Available: 1
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Inc, United States, 1996. Hardback. Book Condition: New. 2nd ed.. Language: English . Brand New Book. This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you ll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. Bookseller Inventory # AA69780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 133.06
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Richard Durrett
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Quantity Available: > 20
Print on Demand
Seller
BWB
(Valley Stream, NY, U.S.A.)
Rating
[?]

Book Description Book Condition: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Bookseller Inventory # POD_9780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 133.07
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Richard Durrett
Published by Taylor Francis Inc, United States (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Hardcover Quantity Available: 1
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Inc, United States, 1996. Hardback. Book Condition: New. 2nd ed.. Language: English . Brand New Book. This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you ll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. Bookseller Inventory # AA69780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 136.21
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Richard Durrett
Published by Taylor and Francis 1996-06-21, Boca Raton (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Hardcover Quantity Available: > 20
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Taylor and Francis 1996-06-21, Boca Raton, 1996. hardback. Book Condition: New. Bookseller Inventory # 9780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 137.30
Convert Currency

Add to Basket

Shipping: US$ 3.86
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Richard Durrett
Published by CRC Press (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Quantity Available: > 20
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description CRC Press, 1996. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # F9-9780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 132.52
Convert Currency

Add to Basket

Shipping: US$ 11.60
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Durrett, Richard
Published by CRC Press (2016)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Paperback Quantity Available: 1
Print on Demand
Seller
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description CRC Press, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780849380716_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 142.45
Convert Currency

Add to Basket

Shipping: US$ 4.98
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Durrett, Richard
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Quantity Available: 2
Seller
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 1996. HRD. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # VT-9780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 154.51
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

8.

Durrett, Richard
Published by CRC Press (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Hardcover Quantity Available: 10
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description CRC Press, 1996. Hardcover. Book Condition: New. Bookseller Inventory # INGM9780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 159.37
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

9.

Durrett, Richard
Published by CRC Press (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Quantity Available: > 20
Print on Demand
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description CRC Press, 1996. HRD. Book Condition: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Bookseller Inventory # IP-9780849380716

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 160.83
Convert Currency

Add to Basket

Shipping: US$ 11.59
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Durrett, Richard
Published by CRC Press (2017)
ISBN 10: 0849380715 ISBN 13: 9780849380716
New Hardcover Quantity Available: 2
Print on Demand
Seller
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description CRC Press, 2017. Hardcover. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # P110849380715

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 171.02
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book