Stochastic Differential Equations: An Introduction With Applications.

Descripción

Third Edition (1992), First PrintingThus, indicated by a complete numerical sequence. Very Near Fine in Wraps: shows a small, farily faint soil spot at the bottom edge of the text block, near the backstrip; else flawless; the binding is square and secure; the text is clean. Free of creases to the panels. Free of creases to the backstrip. Free of creased or dog-eared pages in the text. Free of underlining, hi-lighting, notations, or marginalia. Free of any ownership names, dates, addresses, notations, inscriptions, stamps, plates, or labels. A handsome, like-new copy, structurally sound and tightly bound, showing a single unobtrusive cosmetic flaw. Bright and Clean. Corners sharp. Appears unread. Very close to 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. (9.25 x 6.25 x 0.5 inches). xiii, 226 pages. Language: English. Weight: 13.4 ounces. Universitext Series. Academic Press Paperback. 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. Third Edition (1992), First PrintingThus, indicated by a complete numerical sequence. N° de ref. del artículo 52833

Contactar al vendedor

Denunciar este artículo

Detalles bibliográficos