Parametri
- 239pagine
- 9 ore di lettura
Maggiori informazioni sul libro
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are provided throughout the text to motivate and illustrate the theory and show its importance for many applications in economics, biology, and physics. The basic idea of the presentation is to start from some fundamental results (without proofs) of the easier cases and develop the theory from there, concentrating on the proofs of the easier cases (which are often sufficiently general for many purposes) to quickly reach the parts of the theory that are most important for the applications. An extra chapter on applications to mathematical finance is included.
Acquisto del libro
Stochastic Differential Equations, Bernt Oksendal
- Lingua
- Pubblicato
- 1992
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- (In brossura)
Metodi di pagamento
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- Titolo
- Stochastic Differential Equations
- Sottotitolo
- An Introduction with Applications
- Lingua
- Inglese
- Autori
- Bernt Oksendal
- Pubblicato
- 1992
- Formato
- In brossura
- Pagine
- 239
- ISBN10
- 3540533354
- ISBN13
- 9783540533351
- Serie
- Tag
- Saggistica, Libri di testo, Commercio, Business & Management, Scienze Naturali, Scienza, Economia, Libri di testo di matematica, Finanza, Libri di testo di fisica
- Valutazione
- 4 su 5
- Descrizione
- This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are provided throughout the text to motivate and illustrate the theory and show its importance for many applications in economics, biology, and physics. The basic idea of the presentation is to start from some fundamental results (without proofs) of the easier cases and develop the theory from there, concentrating on the proofs of the easier cases (which are often sufficiently general for many purposes) to quickly reach the parts of the theory that are most important for the applications. An extra chapter on applications to mathematical finance is included.