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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EUR 9,70 per la spedizione da Germania a Italia
Destinazione, tempi e costiDa: moluna, Greven, Germania
Gebunden. Condizione: 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 probabi. Codice articolo 595974974
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Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock. Codice articolo __1470410540
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Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock. Codice articolo 1470410540
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Da: AHA-BUCH GmbH, Einbeck, Germania
Buch. Condizione: Neu. Neuware - 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. Codice articolo 9781470410544
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