Stochastic differential equations introduction (186 Ergebnisse)

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Paperback. Zustand: Very Good. Fifth Edition. Book has light wear to edges, slight creasing, smudging and rubbing to covers, slight toning to pages. Otherwise, attractive copy with clean, unmarked interior.

Sprache: Englisch
Verlag: Chapman and Hall/CRC, 1995
Serie: Buch 63 von 59 - Chapman & Hall/CRC Texts in Statistical Science
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Sprache: Englisch
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany, Berlin, 2003
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Paperback. Zustand: Very Good. 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 star…t 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

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Zustand: New. pp. 672.

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Paperback. Third Edition (1992), First PrintingThus, indicated by a complete numerical sequence. Very Near Fine in Wraps: shows a small, farily faint soil spot at the bottom edge of the text block, near the backstrip; else flawless; the binding is square and secure; the text is clean. Free of creases to the panels. Free of creas…es to the backstrip. Free of creased or dog-eared pages in the text. Free of underlining, hi-lighting, notations, or marginalia. Free of any ownership names, dates, addresses, notations, inscriptions, stamps, plates, or labels. A handsome, like-new copy, structurally sound and tightly bound, showing a single unobtrusive cosmetic flaw. Bright and Clean. Corners sharp. Appears unread. Very close to 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. (9.25 x 6.25 x 0.5 inches). xiii, 226 pages. Language: English. Weight: 13.4 ounces. Universitext Series. Academic Press Paperback. 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. Third Edition (1992), First PrintingThus, indicated by a complete numerical sequence.

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paperback. Zustand: Good. 6th. Ships same day or next business day! UPS shipping available (Priority Mail for AK/HI/APO/PO Boxes). Used sticker and some writing and/or highlighting. Used books may not include working access code. Used books will not include dust jackets.

Sprache: Englisch
Verlag: Chapman & Hall, 1995
Serie: Buch 63 von 59 - Chapman & Hall/CRC Texts in Statistical Science
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Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9780412576201.

Sprache: Englisch
Verlag: Chapman & Hall, 1995
Serie: Buch 63 von 59 - Chapman & Hall/CRC Texts in Statistical Science
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Zustand: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: fifth ] Publisher: Springer Pub Date: 11/4/2002 Binding: Paperback Pages: 326 fifth edition.

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Hardback. Zustand: New. 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 rigou…r. 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).

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Sprache: Englisch
Verlag: Secaucus, New Jersey, U.S.A.: Springer Verlag, 1998
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Sprache: Englisch
Verlag: Springer-Verlag Berlin And Heidelberg Gmbh & Co. K, 1995
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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 pa…ges, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . .