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

Oksendal, Bernt

Softcover

ISBN 10: 3540637206 ISBN 13: 9783540637202

Verlag: Springer, 2000

Inhaltsangabe

1

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Reseña del editor:

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.

Über diese Auflage

• Verlag: Springer
• Erscheinungsdatum: 2000
• ISBN 10: 3540637206
• ISBN 13: 9783540637202
• Einband: Tapa blanda
• Auflage: 2
• Anzahl der Seiten: 326