Synopsis
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 in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Stochastic Differential Equations: An Introduction...
Seller Image
Stochastic Differential Equations: An Introduction with Applications (Universitext).
Published by
Berlin: Springer, 1989
ISBN 10: 354015292X
ISBN 13: 9783540152927
Used
kartoniert kartoniert
Seller: Antiquariat Bernhardt, Kassel, Germany
Seller rating 5 out of 5 stars
kartoniert kartoniert. Condition: Sehr gut. 208 Seiten Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 372. Seller Inventory # 485293
Buy Used
US$ 53.97
US$ 57.02 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Stock Image
Stochastic Differential Equations Bernt Oksendal
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germany
Seller rating 5 out of 5 stars
Condition: gut. Stochastic Differential Equations In deutscher Sprache. pages. Seller Inventory # BN118754
Buy Used
US$ 282.37
US$ 45.65 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available