STOCHASTIC DIFFERENTIAL EQUATIONS - Couverture souple

Oksendal, Bernt

Couverture souple

ISBN 10 : 3540602437 ISBN 13 : 9783540602439

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1995

Synopsis

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 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 cases (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.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 3540602437
• ISBN 13: 9783540602439
• Reliure: Broché
• Numéro d'édition: 4
• Nombre de pages: 271
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne