Stochastic Differential Equations. : An Introduction with Applications.

Oeksendal, Bernt

ISBN 10: 3540602437 / ISBN 13: 9783540602439

Edité par Springer-Verlag GmbH & Co. KG, 1995

A propos de cet article

Zustand: Sehr gut | Seiten: 287 | Sprache: Englisch | Produktart: Bücher.

N° de réf. du vendeur 645366/202

Détails bibliographiques

• Titre: Stochastic Differential Equations. : An Introduction with Applications.
• Éditeur: Springer-Verlag GmbH & Co. KG
• Date de parution: 1995
• Langue: anglais
• ISBN à 10 chiffres: 3540602437
• ISBN à 13 chiffres: 9783540602439
• Reliure: Couverture souple
• Édition: 4ème Édition
• État de l'article: Sehr gut
• Catalogues du vendeur:
  • Bücher

A propos de ce titre

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.