Items related to An Introduction to Stochastic Differential Equations
Synopsis
This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing. This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book).
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About the Author
Lawrence C. Evans , University of California, Berkeley, CA, USA
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An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Softcover
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An Introduction to Stochastic Differential Equations
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ISBN 10: 1470410540
ISBN 13: 9781470410544
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Hardback. Condition: New. This book provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing. This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book). Seller Inventory # LU-9781470410544
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An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Condition: New. Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Seller Inventory # V9781470410544
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An Introduction to Stochastic Differential Equations
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An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
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Condition: New. Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9781470410544
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An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
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Condition: New. pp. 151. Seller Inventory # 2697327450
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