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Stochastic Calculus : A Practical Introduction, Hardcover by Durrett, Richard...
£169.70
Condition:
Like New
A book that has been read, but looks new. The book cover has no visible wear, and the dust jacket (if applicable) is included for hard covers. No missing or damaged pages, no creases or tears, no underlining or highlighting of text, and no writing in the margins. May have no identifying marks on the inside cover. No wear and tear. See the seller’s listing for full details and description of any imperfections.
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£15.99 Standard Int'l Postage.
Located in: Castle Donington, United Kingdom
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Estimated between Mon, 14 Jul and Wed, 23 Jul to 94104
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eBay item number:388319292006
Item specifics
- Condition
- Book Title
- Stochastic Calculus : A Practical Introduction
- ISBN
- 9780849380716
- Publication Name
- Stochastic Calculus: a Practical Introduction
- Publisher
- Taylor & Francis INC International Concepts
- Subject
- Mathematics
- Publication Year
- 1996
- Series
- Probability and Stochastics Series
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 234 mm
- Item Weight
- 612 g
- Item Width
- 156 mm
- Number of Pages
- 341 Pages
About this product
Product Information
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.
Product Identifiers
Publisher
Taylor & Francis INC International Concepts
ISBN-13
9780849380716
eBay Product ID (ePID)
89557602
Product Key Features
Number of Pages
341 Pages
Publication Name
Stochastic Calculus: a Practical Introduction
Language
English
Subject
Mathematics
Publication Year
1996
Type
Textbook
Series
Probability and Stochastics Series
Format
Hardcover
Dimensions
Item Height
234 mm
Item Weight
612 g
Item Width
156 mm
Additional Product Features
Country/Region of Manufacture
United States
Item description from the seller
Seller business information
VAT number: GB 307932304
CRN: 10691061
About this seller
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- 3***3- Feedback left by buyer.Past 6 monthsVerified purchaseAn excellent eBay seller. Great communication. They worked with me to ensure a great experience. The book I bought was all better than described, packed very well and securely, and shipped fast. The asked amount was a very fair market value. I would highly recomment this seller, and would not hesitate to order from them again. Thank you!
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