9781470410544 - an introduction to stochastic differential equations di evans, lawrence c. (16 risultati)
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Da: BooksRun, Philadelphia, PA, U.S.A.BooksRun
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Paperback. Condizione: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
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Da: BooksRun, Philadelphia, PA, U.S.A.BooksRun
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EUR 35,53
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Paperback. Condizione: New. The item is brand new, never used or read. It's in perfect condition and may include supplements and/or access codes or come shrink-wrapped.
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Da: Webster's Bookstore Cafe, Inc., State College, PA, U.S.A.Webster's Bookstore Cafe, Inc.
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paperback. Condizione: Very Good. A clean and tight copy.
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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EUR 46,92
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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 ri…gour. 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).
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 42,61
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Condizione: new.
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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EUR 57,30
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Hardcover. Condizione: new. Hardcover. This book 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 math…ematical 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). 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 45,81
EUR 9,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: 11 disponibili
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. . . . .
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 48,09
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Paperback. Condizione: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 56,49
EUR 4,86 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 11 disponibili
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 55,85
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Condizione: New. pp. 151.
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 55,89
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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.
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 66,44
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Condizione: New. pp. 151.
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In English.
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 87,74
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Hardcover. Condizione: new. Hardcover. This book 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 math…ematical 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). 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 44,76
EUR 75,96 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 6 disponibili
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 ri…gour. 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).
