Stochastic Differential Equations: An Introduction with Applications (Universitext) - Softcover

Oksendal, Bernt

 
9783540047582: Stochastic Differential Equations: An Introduction with Applications (Universitext)
Softcover
ISBN 10: 3540047581 ISBN 13: 9783540047582
Verlag: Springer, 2010

Inhaltsangabe

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 in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.

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Verlag
Springer
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
3540047581
ISBN 13 
9783540047582
Einband
Taschenbuch
Anzahl der Seiten
412
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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