9781470410544 - an introduction to stochastic differential equations (monograph books) de evans, lawrence c. (20 resultados)
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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 36,12
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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: BooksRun, Philadelphia, PA, Estados Unidos de AmericaBooksRun
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EUR 36,12
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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 36,07
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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 46,76
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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 42,36
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 55,14
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Condición: As New. Unread book in perfect condition.
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 58,11
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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: 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: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 47,76
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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 56,10
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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 56,64
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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 57,24
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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. . . . . Books ship from the US and Ireland.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 51,76
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 67,24
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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 55,36
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Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 58,31
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Condición: As New. Unread book in perfect condition.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 42,94
Envío por EUR 75,44Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 7 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).
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 85,51
Envío por EUR 32,40Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
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.
