| Stochastic Differential Equations: An Introduction with Applications (Universitext) |  | Author: Bernt Øksendal
Publisher: Springer
Category: Book
List Price: $49.95
Buy New: $29.00
as of 5/27/2012 14:48 EDT details
You Save: $20.95 (42%)
New (39) Used (27) from $23.99
Seller: EinsteinApplestore
Sales Rank: 52,969
Languages: English (Unknown), English (Original Language), English (Published)
Media: Paperback
Edition: 6th
Pages: 404
Number Of Items: 1
Shipping Weight (lbs): 1.3
Dimensions (in): 9.2 x 6.3 x 0.9
ISBN: 3540047581
EAN: 9783540047582
ASIN: 3540047581
Publication Date: September 22, 2010
Availability: Usually ships in 1-2 business days
| |
| Also Available In:
|
| Accessories:
|
| Similar Items:
| |
| Editorial Reviews:
Product Description
This book gives 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 e.g. 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 case (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. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. Apart from several minor corrections and improvements, based on useful comments from readers and experts, the most important change in the corrected 5th printing of the 6th edition is in Theorem 10.1.9, where the proof of part b has been corrected and rewritten. The corrected 5th printing of the 6th edition is forthcoming and expected in September 2010.
|
| |
|
|
|
CERTAIN CONTENT THAT APPEARS ON THIS SITE COMES FROM AMAZON SERVICES LLC. THIS CONTENT IS PROVIDED ‘AS IS’ AND IS SUBJECT TO CHANGE OR REMOVAL AT ANY TIME. Powered by Associate-O-Matic
| |
