Stochastic Differential Equations
An Introduction with Applications
Sinopsis
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 e.g. 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 case in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.
Léelo en cualquier dispositivo
Ficha Técnica
Editorial: Springer
ISBN: 9783642143946
Idioma: Inglés
Número de páginas: 364
Fecha de lanzamiento: 09/11/2010
Año de edición: 2003
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