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,450grams, ISBN:038715292X.

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Bibliographic Details

Title

Stochastic Differential Equations: An Introduction With Applications

Publisher

Springer-Verlag

Publication Date

1985

Language

English

ISBN 10

038715292X

ISBN 13

9780387152929

Binding

Soft cover

Condition

Good

Weight

450 grams

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.

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