9781470410544 - an introduction to stochastic differential equations (monograph books) de evans, lawrence c. (17 resultados)
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Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de AmericaWorld of Books (was SecondSale)
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Librería: BooksRun, Philadelphia, PA, Estados Unidos de AmericaBooksRun
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Paperback. Condición: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
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Librería: BooksRun, Philadelphia, PA, Estados Unidos de AmericaBooksRun
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EUR 35,43
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Paperback. Condición: New. The item is brand new, never used or read. It's in perfect condition and may include supplements and/or access codes or come shrink-wrapped.
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Librería: Webster's Bookstore Cafe, Inc., State College, PA, Estados Unidos de AmericaWebster's Bookstore Cafe, Inc.
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EUR 35,47
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paperback. Condición: Very Good. A clean and tight copy.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 46,79
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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 rig…our. 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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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 42,57
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Condición: new.
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 45,81
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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. . . . .
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 57,14
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Hardcover. Condición: new. Hardcover. This book provides a quick, but very readable introduction to stochastic differential equationsthat 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 mathe…matical 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). Provides a quick, but very readable introduction to stochastic differential equationsthat 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 47,90
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Paperback. Condición: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 56,26
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 55,70
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Condición: New. pp. 151.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 55,74
Envío por EUR 9,04Se envía dentro de Estados Unidos de AmericaCantidad disponible: 11 disponibles
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.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 66,26
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Condición: New. pp. 151.
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 55,52
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Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 65,52
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Condición: New. In English.
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 88,05
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Hardcover. Condición: new. Hardcover. This book provides a quick, but very readable introduction to stochastic differential equationsthat 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 mathe…matical 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). Provides a quick, but very readable introduction to stochastic differential equationsthat 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 44,58
Envío por EUR 75,65Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 6 disponibles
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 rig…our. 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).
