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Stochastic Calculus : A Practical Introduction, Hardcover by Durrett, Richard...

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Item specifics

Condition
Like New: A book that has been read, but looks new. The book cover has no visible wear, and the dust ...
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
Author
Richard Durrett
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
Author
Richard Durrett
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
Title_Author
Richard Durrett

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