An Introduction to Stochastic Differential Equations
Lawrence C. Evans
ISBN 10: 1470410540 ISBN 13: 9781470410544
Editorial: American Mathematical Society, 2014
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Textbooks_Source, Columbia, MO, Estados Unidos de America
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Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). N° de ref. del artículo 001743426U
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).
Acerca del autor: Lawrence C. Evans, University of California, Berkeley, CA, USA
"Sobre este título" puede pertenecer a otra edición de este libro.
Detalles bibliográficos
Título: An Introduction to Stochastic Differential ...
Editorial: American Mathematical Society
Año de publicación: 2014
Encuadernación: Paperback
Condición: Good
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An Introduction to Stochastic Differential Equations
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An Introduction to Stochastic Differential Equations
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American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
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Introduction to Stochastic Differential Equations
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ISBN 13: 9781470410544
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Introduction to Stochastic Differential Equations
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ISBN 10: 1470410540
ISBN 13: 9781470410544
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An Introduction to Stochastic Differential Equations
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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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Introduction to Stochastic Differential Equations
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Introduction to Stochastic Differential Equations
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American Mathematical Society, 2014
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ISBN 13: 9781470410544
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An Introduction to Stochastic Differential Equations
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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