Stochastic Differential Equations: An Introduction With Applications. 5th ed.

Oksendal, Bernt

ISBN 10: 3540637206 / ISBN 13: 9783540637202

Published by Secaucus, New Jersey, U.S.A.: Springer Verlag, 1998

About this Item

Trade paperback in very good + condition. 5th edition.

Seller Inventory # 6278

Bibliographic Details

• Title: Stochastic Differential Equations: An Introduction With Applications. 5th ed.
• Publisher: Secaucus, New Jersey, U.S.A.: Springer Verlag
• Publication Date: 1998
• Language: English
• ISBN 10: 3540637206
• ISBN 13: 9783540637202
• Binding: Soft cover
• Edition: 2nd Edition
• Condition: Very Good
• Seller catalogs:
  • Mathematics

About this title

Synopsis

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.