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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 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 cases (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.
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- PublisherSpringer-Verlag
- Publication date1995
- ISBN 10 3540602437
- ISBN 13 9783540602439
- BindingPaperback
- LanguageEnglish
- Edition number4
- Number of pages271
- Rating
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Stochastic Differential Equations: An Introduction With Applications
Published by
Springer-Verlag Berlin And Heidelberg Gmbh & Co. K, 1995
ISBN 10: 3540602437
ISBN 13: 9783540602439
Used
Softcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:3540602437. Seller Inventory # 9949173
Quantity: 1 available
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Stochastic Differential Equations. : An Introduction with Applications.
Published by
Springer-Verlag GmbH & Co. KG, 1995
ISBN 10: 3540602437
ISBN 13: 9783540602439
Used
Softcover
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. 4. Auflage. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 287 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 645366/202
Quantity: 3 available