Sinossi
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes.
The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô and Stratonovich stochastic integrals, Itô’s formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
Vigirdas Mackevièius is a professor of Faculty of Mathematics and Informatics at Vilnius University in Lithuania.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Introduction to Stochastic Analysis: Integrals and...
Immagini fornite dal venditore
Introduction to Stochastic Analysis : Integrals and Differential Equations
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 12664930-n
Compra nuovo
EUR 127,60
EUR 2,24 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Introduction to Stochastic Analysis: Integrals and Differential Equations Format: Hardcover
Da: INDOO, Avenel, NJ, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 9781848213111
Compra nuovo
EUR 129,88
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Analysis : Integrals and Differential Equations
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 12664930
Compra usato
EUR 146,92
EUR 2,24 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Introduction to Stochastic Analysis (Hardcover)
Editore:
ISTE Ltd and John Wiley & Sons Inc, London, 2011
ISBN 10: 1848213115
ISBN 13: 9781848213111
Nuovo
Rilegato
Prima edizione
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Itos formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781848213111
Compra nuovo
EUR 165,46
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Analysis : Integrals and Differential Equations
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 12664930
Compra usato
EUR 154,01
EUR 17,17 shipping
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Introduction to Stochastic Analysis: Integrals and Differential Equations (Applied Stochastic Methods)
Da: Ubiquity Trade, Miami, FL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Brand new! Please provide a physical shipping address. Codice articolo 9781848213111
Compra nuovo
EUR 187,93
EUR 2,55 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Analysis : Integrals and Differential Equations
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 12664930-n
Compra nuovo
EUR 186,30
EUR 17,17 shipping
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Introduction to Stochastic Analysis
Da: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Gebunden. Condizione: New. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances.I. Codice articolo 597091191
Compra nuovo
EUR 172,79
EUR 48,99 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Introduction to Stochastic Analysis (Hardcover)
Editore:
ISTE Ltd and John Wiley & Sons Inc, London, 2011
ISBN 10: 1848213115
ISBN 13: 9781848213111
Nuovo
Rilegato
Prima edizione
Da: AussieBookSeller, Truganina, VIC, Australia
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito and Stratonovich stochastic integrals, Itos formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided. Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9781848213111
Compra nuovo
EUR 265,09
EUR 31,45 shipping
Spedito da Australia a U.S.A.
Spedito da Australia a U.S.A.
Quantità: 1 disponibili