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Synopsis
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes.
The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô and Stratonovich stochastic integrals, Itô's formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided.
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À propos de l?auteur
Vigirdas Mackevièius is a professor of Faculty of Mathematics and Informatics at Vilnius University in Lithuania.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Introduction to Stochastic Analysis : Integrals and Differential Equations
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Introduction to Stochastic Analysis : Integrals and Differential Equations
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Wiley-ISTE, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
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Introduction to Stochastic Analysis : Integrals and Differential Equations
Edité par
Wiley-ISTE, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Introduction to Stochastic Analysis: Integrals and Differential Equations Format: Hardcover
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John Wiley and Sons, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
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Introduction to Stochastic Analysis
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ISTE Ltd and John Wiley & Sons Inc, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
Neuf
Couverture rigide
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Etat : New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Num Pages: 276 pages, Illustrations. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 232 x 161 x 20. Weight in Grams: 552. . 2011. . . . . N° de réf. du vendeur V9781848213111
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Introduction to Stochastic Analysis
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Etat : New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances.I. N° de réf. du vendeur 597091191
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Introduction to Stochastic Analysis : Integrals and Differential Equations
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Introduction to Stochastic Analysis
Edité par
ISTE Ltd and John Wiley & Sons Inc, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
Neuf
Couverture rigide
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Num Pages: 276 pages, Illustrations. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 232 x 161 x 20. Weight in Grams: 552. . 2011. . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9781848213111
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Introduction to Stochastic Analysis (Hardcover)
Edité par
ISTE Ltd and John Wiley & Sons Inc, London, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
Neuf
Couverture rigide
Edition originale
Vendeur : Grand Eagle Retail, Fairfield, OH, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Itos formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9781848213111
Quantité disponible : 1 disponible(s)
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Introduction to Stochastic Analysis (Hardcover)
Edité par
ISTE Ltd and John Wiley & Sons Inc, London, 2011
ISBN 10 : 1848213115
ISBN 13 : 9781848213111
Neuf
Couverture rigide
Edition originale
Vendeur : AussieBookSeller, Truganina, VIC, Australie
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Itos formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9781848213111
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