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Stochastic Differential Equations. An Introduction With Applications, 5th Edition (Universitext) - Tapa blanda
Sinopsis
The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, lie frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications" The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about. The 5th edition of this well-established text includes, besides corrections and other improvements, a new chapter (Chapter 12) on applications to mathematical finance.
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Reseña del editor
This book gives 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 (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. The new feature of this 5th edition is an extra chapter on applications to mathematical finance.
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Stochastic differential equations : an introduction with applications. (Universitext). Ex-Library.
Publicado por
Springer, Berlin, Germany., &c., 1998
ISBN 10: 3540637206
ISBN 13: 9783540637202
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Librería: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Japon
Calificación del vendedor: 5 de 5 estrellas
Softcover. Condición: Good. Estado de la sobrecubierta: No dust jacket. xix, 324 p. 5th ed. Nº de ref. del artículo: GU2411
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Stochastic Differential Equations.
Librería: Antiquariat Dorner, Reinheim, Alemania
Calificación del vendedor: 5 de 5 estrellas
An Introduction with Applications. Fifth Edition. Berlin, Springer 2000. XIX, 326 S., OKart. Neuwertig. Nº de ref. del artículo: 123611
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STOCHASTIC DIFFERENTIAL EQUATIONS: AN INTRODUCTION WITH APPLICATIONS
Librería: Stella & Rose's Books, PBFA, Tintern, MON, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Softcover. Condición: Very Good. No Jacket. 2000. Very good condition. 5th edition, featuring the addition of a new chapter, Chapter 12, on applications to mathematical finance. Yellow card wraps. Universitext. Corrected second printing. Covers slightly grubby with a little rubbing to edges. Contents clean. Packaged with care and promptly dispatched! Nº de ref. del artículo: 1820553
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Stochastic differential equations. An introduction with applications.
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Berlin, Springer, 1998
ISBN 10: 3540637206
ISBN 13: 9783540637202
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Librería: Antiquariat Bookfarm, Löbnitz, Alemania
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Softcover. 5. ed. XIX, 324 S. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-02062 9783540637202 Sprache: Englisch Gewicht in Gramm: 1050. Nº de ref. del artículo: 2487902
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Stochastic Differential Equations : An Introduction with Applications
Librería: Better World Books, Mishawaka, IN, Estados Unidos de America
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Condición: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Nº de ref. del artículo: 11703832-6
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Stochastic Differential Equations: An Introduction with Applications
Librería: Grey Matter Books, Hadley, MA, Estados Unidos de America
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Soft cover. Condición: Very Good. Bright yellow cover, slightly off white pages, clean and unmarked, sturdy binding. Nº de ref. del artículo: 003216
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Stochastic Differential Equations: An Introduction with Applications (Universitext).
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Berlin, Heidelberg, New York: Springer-Verlag, 1998
ISBN 10: 3540637206
ISBN 13: 9783540637202
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Broschiert
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Broschiert. Condición: Sehr gut. Zust: Gutes Exemplar. XIX, 324 Seiten, Englisch 526g. Nº de ref. del artículo: 492227
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Stochastic Differential Equations: An Introduction with Applications
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Condición: VeryGood. Well kept copy, solid and unmarked, little wear. Fast Shipping - Safe and Secure Bubble Mailer! Nº de ref. del artículo: 1M5GSB0003XC_ns
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Stochastic Differential Equations: An Introduction with Applications
Librería: BookHolders, Towson, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: fifth ] Publisher: Springer Pub Date: 11/4/2002 Binding: Paperback Pages: 326 fifth edition. Nº de ref. del artículo: 6695762
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Stochastic Differential Equations: An Introduction With Applications. 5th ed.
Publicado por
Secaucus, New Jersey, U.S.A.: Springer Verlag, 1998
ISBN 10: 3540637206
ISBN 13: 9783540637202
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Soft cover
Librería: Rob the Book Man, Vancouver, WA, Estados Unidos de America
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Soft cover. Condición: Very Good. Trade paperback in very good + condition. 5th edition. Nº de ref. del artículo: 6278
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