This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:3540602437.

Bestandsnummer des Verk�ufers 9949173

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Bibliografische Details

Titel

Stochastic Differential Equations: An Introduction With Applications

Verlag

Springer-Verlag Berlin And Heidelberg Gmbh & Co. K

Erscheinungsjahr

1995

Sprache

Englisch

ISBN-10

3540602437

ISBN-13

9783540602439

Einband

Softcover

Auflage

4. Auflage

Zustand

Fair

Verk�uferkataloge

Mathematics

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Inhaltsangabe

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order 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 basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier cases (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications.

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