9783540517405-3540517405-Stochastic Differential Equations. An Introduction With Applications.

Stochastic Differential Equations. An Introduction With Applications.

ISBN-13: 9783540517405
ISBN-10: 3540517405
Edition: 2Rev Ed
Author: Bernt Oksendal
Publication date: 1989
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Format: Paperback 201 pages
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Book details

ISBN-13: 9783540517405
ISBN-10: 3540517405
Edition: 2Rev Ed
Author: Bernt Oksendal
Publication date: 1989
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Format: Paperback 201 pages

Summary

Stochastic Differential Equations. An Introduction With Applications. (ISBN-13: 9783540517405 and ISBN-10: 3540517405), written by authors Bernt Oksendal, was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. K in 1989. With an overall rating of 3.8 stars, it's a notable title among other books. You can easily purchase or rent Stochastic Differential Equations. An Introduction With Applications. (Paperback) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

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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