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Stochastic Differential Equations by Bernt Oksendal
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eBay item number:135037830221
Item specifics
- Condition
- ISBN
- 9783540047582
- Publication Year
- 2014
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Stochastic Differential Equations: an Introduction with Applications
- Item Height
- 235mm
- Publisher
- Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
- Item Width
- 155mm
- Subject
- Computer Science, Mathematics, Physics
- Item Weight
- 1210g
- Number of Pages
- 379 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-13
9783540047582
eBay Product ID (ePID)
90896404
Product Key Features
Publication Name
Stochastic Differential Equations: an Introduction with Applications
Format
Paperback
Language
English
Subject
Computer Science, Mathematics, Physics
Publication Year
2014
Type
Textbook
Number of Pages
379 Pages
Dimensions
Item Height
235mm
Item Width
155mm
Item Weight
1210g
Additional Product Features
Series Title
Universitext
Country/Region of Manufacture
Germany
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eBay item number:135037830221
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- 29 Aug, 2018
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Verified purchase: YesCondition: NewSold by: blackwelloxford