An Introduction to Stochastic Differential Equations - Brossura

Evans, Lawrence C.

 
9781470410544: An Introduction to Stochastic Differential Equations

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Evans has revised lecture notes for a course on stochastic differential equations that he has taught at various universities. Omitting some precise detail, he surveys the basics of the Itô stochastic calculus and the foundations of stochastic differential equations, with particular emphasis on applications to partial differential equations. He assumes readers to be fairly adept with measure-theoretic mathematical analysis, but does not assume any particular knowledge of probability theory, which he develops briefly. Annotation ©2014 Book News, Inc., Portland, OR (booknews.com)

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9781470437343: Introduction To Stochastic Differential Equations

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ISBN 10:  1470437341 ISBN 13:  9781470437343
Casa editrice: AMS, 2017
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