INFORMAL INTRODUCT TO STOCHASTIC CALCULUS WITH APPLICATIONS - Hardcover

OVIDIU CALIN

Hardcover

ISBN 10: 9814678937 ISBN 13: 9789814678933

Verlag: World Scientific, 2015

Inhaltsangabe

Páginas:330Géneros:12:PBKA:Calculus12:PBW:AppliedmathematicsSinopsis: ,ThegoalofthisbookistopresentStochasticCalculusatanintroductorylevelandnotatitsmaximummathematicaldetail.TheauthoraimstocaptureasmuchaspossiblethespiritofelementarydeterministicCalculus,atwhichstudentshavebeenalreadyexposed.ThisassumesapresentationthatmimicssimilarpropertiesofdeterministicCalculus,whichfacilitatesunderstandingofmorecomplicatedtopicsofStochasticCalculus._,

Über diesen Titel

Críticas

A mathematical textbook has to introduce the necessary notions if it wants to follow the traditional path. The present textbook succeeds in giving a solution to the problem ... It is a useful addition to the literature of stochastic calculus. --Mathematical Reviews Clippings

This textbook contains a large number of solved problems examples designed to help the reader that this textbook understand the material. --Zentralblatt MATH

The book is an excellent manual. Senior undergraduate students or graduate students can also benefit from this book. The point of view is clear and rigorous, but avoiding unnecessary machinery. It is a good reference book that is completely recommendable to anyone who wants to enter Stochastic Calculus with the idea of really understanding the foundations. --European Mathematical Society

Reseña del editor

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.

Details zur Ausgabe

• Verlag: World Scientific
• Erscheinungsdatum: 2015
• ISBN 10: 9814678937
• ISBN 13: 9789814678933
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 330