Stochastic Differential Equations: An Introduction with Applications (Universitext)

Oksendal, Bernt

ISBN 10: 3540047581 / ISBN 13: 9783540047582

Verlag: Springer, 2003

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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.

Bibliografische Details

Titel: Stochastic Differential Equations: An ...
Verlag: Springer
Erscheinungsdatum: 2003
Einband: Paperback
Zustand: Good