PROBLEMS & SOLUTIONS IN STOCHASTIC CALCULUS WITH APPLN

Patrik Albin, Kais Hamza Fima C Klebane

ISBN 10: 1800615604 / ISBN 13: 9781800615601

Editore: World Scientific Publishing Europe Ltd, 2024

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Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Codice articolo M01800615604-V

Dati bibliografici

• Titolo: PROBLEMS & SOLUTIONS IN STOCHASTIC CALCULUS WITH APPLN
• Editore: World Scientific Publishing Europe Ltd
• Data di pubblicazione: 2024
• Lingua: Inglese
• ISBN 10: 1800615604
• ISBN 13: 9781800615601
• Rilegatura: Brossura
• Condizione: very good

Descrizione articolo

Riassunto

Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (Third Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics.The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying those presented, facilitating a deeper grasp of the material.