Stochastic Calculus: A Practical Introduction (Probability and Stochastics Series)

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9780849380716: Stochastic Calculus: A Practical Introduction (Probability and Stochastics Series)

This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.

The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.

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This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one dimensional case. This time-saving book concludes by treating semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.

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1.

Richard Durrett
Editorial: Taylor Francis Inc, United States (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
Nuevos Tapa dura Cantidad: 1
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The Book Depository
(London, Reino Unido)
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Descripción Taylor Francis Inc, United States, 1996. Hardback. Estado de conservación: New. 2nd ed.. Language: English . Brand New Book. This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you ll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. Nº de ref. de la librería AA69780849380716

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Richard Durrett
Editorial: CRC Press (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Descripción CRC Press, 1996. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería F9-9780849380716

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Richard Durrett
Editorial: Taylor and Francis 1996-06-21, Boca Raton (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Blackwell's
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Descripción Taylor and Francis 1996-06-21, Boca Raton, 1996. hardback. Estado de conservación: New. Nº de ref. de la librería 9780849380716

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Durrett, Richard
Editorial: CRC Press (2016)
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Descripción CRC Press, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780849380716_lsuk

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5.

Richard Durrett
Editorial: Taylor Francis Inc, United States (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
Nuevos Tapa dura Cantidad: 1
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The Book Depository US
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Descripción Taylor Francis Inc, United States, 1996. Hardback. Estado de conservación: New. 2nd ed.. Language: English . Brand New Book. This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you ll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. Nº de ref. de la librería AA69780849380716

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Durrett, Richard
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Descripción 1996. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería VT-9780849380716

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Durrett, Richard
Editorial: CRC Press (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Ergodebooks
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Descripción CRC Press, 1996. Hardcover. Estado de conservación: New. Nº de ref. de la librería INGM9780849380716

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Durrett, Richard
Editorial: CRC Press (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Books2Anywhere
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Descripción CRC Press, 1996. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780849380716

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9.

Richard Durrett
Editorial: Taylor Francis Inc, United States (1996)
ISBN 10: 0849380715 ISBN 13: 9780849380716
Nuevos Tapa dura Cantidad: 1
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Book Depository hard to find
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Descripción Taylor Francis Inc, United States, 1996. Hardback. Estado de conservación: New. 2nd ed.. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you ll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. Nº de ref. de la librería BTE9780849380716

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DURRETT, RICHARD.
Editorial: CRC Press (2017)
ISBN 10: 0849380715 ISBN 13: 9780849380716
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Descripción CRC Press, 2017. Hardback. Estado de conservación: NEW. 9780849380716 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 10 working days. Nº de ref. de la librería HTANDREE0250974

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