Stochastic Differential Equations: An Introduction with...

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Stochastic Differential Equations: An Introduction with Applications

Name: Stochastic Differential Equations: An Introduction with Applications
ISBN: 9783662031858

Bernt Øksendal (auth.)

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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 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.

Kategorije:

Mathematics

Godina:

1995

Izdavač:

Springer Berlin Heidelberg

Jezik:

english

Strane:

ISBN 10:

366203185X

ISBN 13: