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Sinopsis
This 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 strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito 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).
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Acerca del autor
Lawrence C. Evans, University of California, Berkeley, CA, USA
"Sobre este título" puede pertenecer a otra edición de este libro.
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Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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An Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Condición: New. 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 strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Nº de ref. del artículo: V9781470410544
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An Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, US, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Librería: Rarewaves.com UK, London, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. This 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 strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito 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). Nº de ref. del artículo: LU-9781470410544
Cantidad disponible: 4 disponibles
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An Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, US, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuevo
Tapa dura
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. This 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 strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito 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). Nº de ref. del artículo: LU-9781470410544
Cantidad disponible: 4 disponibles
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An Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. 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 strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Books ship from the US and Ireland. Nº de ref. del artículo: V9781470410544
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An Introduction to Stochastic Differential Equations
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Amer Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Librería: Revaluation Books, Exeter, Reino Unido
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Paperback. Condición: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock. Nº de ref. del artículo: __1470410540
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An Introduction to Stochastic Differential Equations
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MP-AMM American Mathematical, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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An Introduction to Stochastic Differential Equations
Publicado por
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Condición: New. pp. 151. Nº de ref. del artículo: 96118405
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