The social marketplace for new and used books.

Get started

Learn to sell
Learn to buy
Buy textbooks
Sign up
Buy a giftcard
For the authors

Support

Help
Track a shipment
Terms of use
Privacy policy
Cookies policy

Company

About us
Work with us
Give feedback
Categories

Contact us

Fast delivery with

Safe payments by

Visa
Mastercard
Vipps
Klarna

© 2026 Bookis AS

English

  1. Home
  5. Physics
  1. Home
  3. Genres
  7. Physics
Stochastic Differential Equations: An Introduction with Applications

Paperback • 2003 • English

Stochastic Differential Equations: An Introduction with Applications

By Bernt øksendal

1 Ratings • 5.0 of 5

‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌
‌

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

Shippping and returns

Shipping

Used books are shipped by the seller. Expected delivery after package is sent is 2-4 days.

Returns

Contact the seller after delivery.

Reviews · 0

1 Ratings • 5.0 of 5

You might also like

Probability and Statistics for Economists

Probability and Statistics for Economists

Bruce Hansen

Differential Equations & Linear Algebra Fourth Edition

Differential Equations & Linear Algebra Fourth Edition

C. Henry Edwards

Introduction to mathematical statistics

Introduction to mathematical statistics

Hogg, Robert V.

Dynamical Systems with Applications using Python

Dynamical Systems with Applications using Python

Stephen Lynch

An Introduction to Mathematical Statistics and Its Applications

An Introduction to Mathematical Statistics and Its Applications

Richard J. Larsen

Differential Dynamical Systems

Differential Dynamical Systems

James D. Meiss

Introduction to Partial Differential Equations

Introduction to Partial Differential Equations

David Borthwick

Statistics An Introduction

Statistics An Introduction

Alan Graham

Probability & Statistics for Engineers & Scientists, Global Edition

Probability & Statistics for Engineers & Scientists, Global Edition

Ronald E. Walpole

Differential Equations and Boundary Value Problems: Computing and Modeling, Global Edition

Differential Equations and Boundary Value Problems: Computing and Modeling, Global Edition

C. Henry Edwards

Differential Equations, Linear Algebra and its Applications

Differential Equations, Linear Algebra and its Applications

Compiled by:

A Short Course in Ordinary Differential Equations

A Short Course in Ordinary Differential Equations

Qingkai Kong

Schaum's Outline of Differential Equations

Schaum's Outline of Differential Equations

Richard Bronson

An introduction to thermal physics

An introduction to thermal physics

Daniel V. Schroeder

Biocalculus

Biocalculus

James Stewart

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives

Salih N. Neftci

John E. Freund's Mathematical Statistics with Applications

John E. Freund's Mathematical Statistics with Applications

Irwin Miller

Probability Models

Probability Models

John Haigh

Elementary Differential Equations and Boundary Value Problems

Elementary Differential Equations and Boundary Value Problems

William E. Boyce

Introductory Course on Financial Mathematics

Introductory Course on Financial Mathematics

M.V Tretyakov

Ordinary Differential Equations and Dynamical Systems

Ordinary Differential Equations and Dynamical Systems

Gerald Teschl

Selected Chapters from Differential Equations

Selected Chapters from Differential Equations

Svein Olav

Fundamentals of Thermodynamics

Fundamentals of Thermodynamics

Borgnakke

Calculus

Calculus

Stewart, James

Essential Mathematics for Economic Analysis

Essential Mathematics for Economic Analysis

Knut Sydsæter

Differential equations

Differential equations

Blanchard, Paul

Stochastic Calculus for Finance II

Stochastic Calculus for Finance II

Steven E. Shreve

Fourier Analysis and Its Applications

Fourier Analysis and Its Applications

G. B. Folland

Partial Differential Equations By Strauss

Partial Differential Equations By Strauss

Walter Strauss

Calculus and its applications

Calculus and its applications

Marvin L.

Introduction to engineering thermodynamics

Introduction to engineering thermodynamics

Richard E. Sonntag Claus Borgnakke

Option theory with stochastic analysis : an introduction to mathematical finance

Option theory with stochastic analysis : an introduction to mathematical finance

Fred Espen Benth

An Introduction to Numerical Analysis

An Introduction to Numerical Analysis

Endre Süli,

Probability

Probability

Jim Pitman

An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling

Howard M. Taylor

Discrete Mathematics with Applications

Discrete Mathematics with Applications

Epp, Susanna S.

Calculus, Volume 2

Calculus, Volume 2

Tom M. Apostol