Edité par American Mathematical Society, 2017
ISBN 10 : 1470437341 ISBN 13 : 9781470437343
Langue: anglais
Vendeur : Majestic Books, Hounslow, Royaume-Uni
EUR 18,28
Autre deviseQuantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. pp. 672.
Edité par Amer Mathematical Society, 2014
ISBN 10 : 1470410540 ISBN 13 : 9781470410544
Langue: anglais
Vendeur : Revaluation Books, Exeter, Royaume-Uni
EUR 48,80
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock.
Edité par American Mathematical Society, 2014
ISBN 10 : 1470410540 ISBN 13 : 9781470410544
Langue: anglais
Vendeur : SGS Trading Inc, Franklin Lakes, NJ, Etats-Unis
EUR 73,60
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierpaperback. Etat : Good. Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Tracking.
Edité par American Mathematical Society, 2014
ISBN 10 : 1470410540 ISBN 13 : 9781470410544
Langue: anglais
Vendeur : SGS Trading Inc, Franklin Lakes, NJ, Etats-Unis
EUR 76,94
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierpaperback. Etat : New. New Textbook, Ships with Tracking.
Edité par Universities Press, 2017
Vendeur : Vedams eBooks (P) Ltd, New Delhi, Inde
EUR 38,58
Autre deviseQuantité disponible : 5 disponible(s)
Ajouter au panierSoft cover. Etat : New. This short 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 concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô 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) (jacket).