Paperback • 2003 • English

Stochastic Differential Equations: An Introduction with Applications

Name: Stochastic Differential Equations: An Introduction with Applications
SKU: 9783540047582
Price: 349.0 NOK
Availability: InStock
Rating: 5 (1 reviews)
ISBN: 9783540047582

By Bernt øksendal

1 Ratings • 5.0 of 5

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About the book

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 in order to quickly progress to the parts of the th...Show more

Mathematics and Science

Mathematics

Science: general issues

Book details

ISBN

9783540047582

Published year

2003

Language

English

Original title

Stochastic Differential Equations: An Introduction with Applications

Format

Paperback

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1 Ratings • 5.0 of 5

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