An Introduction to Stochastic Differential Equations - Brossura

Evans, Lawrence C.

Brossura

ISBN 10: 1470410540 ISBN 13: 9781470410544

Casa editrice: Amer Mathematical Society, 2013

Riassunto

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)

Dettagli dell?edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 1470410540
• ISBN 13: 9781470410544
• Rilegatura: Copertina flessibile
• Numero di pagine: 151
• Contatto del produttore: non disponibile