Stochastic Differential Equations: An Introduction with Applications

Idioma: inglés

Editorial: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany, Berlin, 1998

3540637206 / 9783540637202

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Descripción del artículo del vendedor

This text 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, for example, economics, biology and physics. The 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 fifth edition is an extra chapter on applications to mathematical finance. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

N° de ref. del artículo GOR002628168

Título
Stochastic Differential Equations: An Introduction with Applications
Autor
Bernt Oksendal (University of Oslo, Norway)
Editorial
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany, Berlin
Año de publicación
1998
Estado
Very Good
Encuadernación
Paperback
Idioma
inglés
ISBN 10
3540637206
ISBN 13
9783540637202
Edición
2ª Edición
Peso del artículo
531 gramos
Dimensiones
156.21 x 21.59

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