Stochastic Differential Equations: An Introduction with Applications - Softcover

Oksendal, Bernt

Softcover

ISBN 10: 3540517405 ISBN 13: 9783540517405

Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1989

Inhaltsangabe

186p yellow paperback with plastic wrapper, second edition, from a Cambridge college library, excellent condition, appendices, bibliog, index

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Reseña del editor

From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications...The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986

Details zur Ausgabe

• Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Erscheinungsdatum: 1989
• ISBN 10: 3540517405
• ISBN 13: 9783540517405
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 201