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Introduction to Stochastic Analysis: Integrals and Differential Equations (Applied Stochastic Methods) - Hardcover
Inhaltsangabe
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes.
The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô and Stratonovich stochastic integrals, Itô’s formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided.
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Über die Autorin bzw. den Autor
Vigirdas Mackevièius is a professor of Faculty of Mathematics and Informatics at Vilnius University in Lithuania.
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Introduction to Stochastic Analysis : Integrals and Differential Equations
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Introduction to Stochastic Analysis : Integrals and Differential Equations
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Introduction to Stochastic Analysis: Integrals and Differential Equations Format: Hardcover
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Introduction to Stochastic Analysis
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Zustand: New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances.I. Bestandsnummer des Verkäufers 597091191
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Introduction to Stochastic Analysis
Verlag:
ISTE Ltd and John Wiley & Sons Inc, 2011
ISBN 10: 1848213115
ISBN 13: 9781848213111
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Zustand: New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Num Pages: 276 pages, Illustrations. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 232 x 161 x 20. Weight in Grams: 552. . 2011. . . . . Bestandsnummer des Verkäufers V9781848213111
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Introduction to Stochastic Analysis : Integrals and Differential Equations
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Introduction to Stochastic Analysis
Verlag:
ISTE Ltd and John Wiley & Sons Inc, 2011
ISBN 10: 1848213115
ISBN 13: 9781848213111
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Zustand: New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Num Pages: 276 pages, Illustrations. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 232 x 161 x 20. Weight in Grams: 552. . 2011. . . . . Books ship from the US and Ireland. Bestandsnummer des Verkäufers V9781848213111
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Introduction to Stochastic Analysis (Hardcover)
Verlag:
ISTE Ltd and John Wiley & Sons Inc, London, 2011
ISBN 10: 1848213115
ISBN 13: 9781848213111
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Hardcover. Zustand: new. Hardcover. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Itos formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9781848213111
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Introduction to Stochastic Analysis (Hardcover)
Verlag:
ISTE Ltd and John Wiley & Sons Inc, London, 2011
ISBN 10: 1848213115
ISBN 13: 9781848213111
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Hardcover
Erstausgabe
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Hardcover. Zustand: new. Hardcover. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Itos formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Bestandsnummer des Verkäufers 9781848213111
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