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Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive white noise and related random disturbances. The exposition is strongly focused upon the interplay between probabi. Bestandsnummer des Verkäufers 595974974
This book provides a quick, but very readable introduction to stochastic differential equations―that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing.
This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book).
Über die Autorin bzw. den Autor: Lawrence C. Evans, University of California, Berkeley, CA, USA
Titel: Evans, L: An Introduction to Stochastic ...
Verlag: American Mathematical Society
Erscheinungsdatum: 2014
Einband: Softcover
Zustand: New
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: As New. Unread book in perfect condition. Bestandsnummer des Verkäufers 20427405
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Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Paperback. Zustand: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock. Bestandsnummer des Verkäufers __1470410540
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Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: New. Bestandsnummer des Verkäufers 20427405-n
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Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
Zustand: As New. Unread book in perfect condition. Bestandsnummer des Verkäufers 20427405
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Anbieter: SGS Trading Inc, Franklin Lakes, NJ, USA
paperback. Zustand: Good. Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Tracking. Bestandsnummer des Verkäufers SKU0573295
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Anbieter: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irland
Zustand: New. Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Bestandsnummer des Verkäufers V9781470410544
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Anbieter: SGS Trading Inc, Franklin Lakes, NJ, USA
paperback. Zustand: New. New Textbook, Ships with Tracking. Bestandsnummer des Verkäufers SKU0620802
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Anbieter: Kennys Bookstore, Olney, MD, USA
Zustand: New. Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Books ship from the US and Ireland. Bestandsnummer des Verkäufers V9781470410544
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