From Elementary Probability to Stochastic Differential Equations with Maple® - Couverture souple

Cyganowski, Sasha

Couverture souple

ISBN 10 : 3540426663 ISBN 13 : 9783540426660

Editeur : Springer, 2013

Synopsis

Measure and integration wereonceconsidered, especially by many ofthe more practically inclined, to be an esoteric area ofabstract mathematics best left to pure mathematicians. However, it has become increasingly obvious in recent years that this area is now an indispensable, even unavoidable, language and provides a fundamental methodology for modern probability theory, stochas- tic analysis and their applications, especially in financial mathematics. Our aim in writing this book is to provide a smooth and fast introduction to the language and basic results ofmodern probability theory and stochastic differential equations with help ofthe computer manipulator software package MAPLE. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, to provide an overviewand intuitive background for more advanced studies as wellas somepractical skillsin the use of MAPLE software in the context of probability and its applications. This book is not a conventional mathematics book. Like such books it provides precise definitions and mathematical statements, particularly those based on measure and integration theory, but instead ofmathematical proofs it uses numerous MAPLE experiments and examples to help the reader un- derstand intuitively the ideas under discussion. The pace increases from ex- tensive and detailed explanations in the first chapters to a more advanced presentation in the latter part of the book. The MAPLE is handled in a sim- ilar way, at first with simple commands, then some simple procedures are gardually developed and, finally, the stochastic package is introduced.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 3540426663
• ISBN 13: 9783540426660
• Reliure: Broché
• Nombre de pages: 332
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne