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Stochastic Differential Equations: An Introduction with Applications - Softcover

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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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  • PublisherSpringer
  • Publication date2002
  • ISBN 10 3540637206
  • ISBN 13 9783540637202
  • BindingPaperback
  • LanguageEnglish
  • Edition number5
  • Number of pages326
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9783540637202. Seller Inventory # 9749104

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Softcover. Condition: Very Good. No Jacket. 2000. Very good condition. 5th edition, featuring the addition of a new chapter, Chapter 12, on applications to mathematical finance. Yellow card wraps. Universitext. Corrected second printing. Covers slightly grubby with a little rubbing to edges. Contents clean. Packaged with care and promptly dispatched! Seller Inventory # 1820553

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An Introduction with Applications. Fifth Edition. Berlin, Springer 2000. XIX, 326 S., OKart. Neuwertig. Seller Inventory # 123611

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