Articoli correlati a An Introduction to Stochastic Differential Equations
Sinossi
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)
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 38,92
EUR 3,41 per la spedizione in U.S.A.
Destinazione, tempi e costi
Risultati della ricerca per An Introduction to Stochastic Differential Equations
Immagini fornite dal venditore
An Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Antico o usato
Brossura
Da: Big River Books, Powder Springs, GA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Codice articolo BRV.1470410540.G
Quantità: 1 disponibili
Foto dell'editore
An Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuovo
Paperback
Da: Textbooks_Source, Columbia, MO, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Codice articolo 001743426N
Quantità: 2 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuovo
Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 20427405-n
Quantità: 2 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Antico o usato
Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 20427405
Quantità: 2 disponibili
Immagini fornite dal venditore
An Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, US, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuovo
Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: 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 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). Codice articolo LU-9781470410544
Quantità: 3 disponibili
Foto dell'editore
An Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuovo
Brossura
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Valutazione del venditore 5 su 5 stelle
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 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. . . . . Codice articolo V9781470410544
Quantità: 1 disponibili
Foto dell'editore
An Introduction to Stochastic Differential Equations
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Valutazione del venditore 5 su 5 stelle
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo FW-9781470410544
Quantità: 6 disponibili
Foto dell'editore
An Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuovo
Brossura
Da: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. pp. 151. Codice articolo 96118405
Quantità: 3 disponibili
Foto dell'editore
An Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Nuovo
Brossura
Da: Kennys Bookstore, Olney, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
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 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. Codice articolo V9781470410544
Quantità: 1 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Differential Equations
Editore:
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Antico o usato
Brossura
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 20427405
Quantità: 2 disponibili