Stochastic differential equations : an introduction with applicationsUpplaga 5
- Upplaga: 5e upplagan
- Utgiven: 1998
- ISBN: 9783540637202
- Sidor: 324 st
- Förlag: Springer
- Språk: Engelska
Om boken
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. The new feature of this 5th edition is an extra chapter on applications to mathematical finance.
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Mer om Stochastic differential equations : an introduction with applications (1998)
1998 släpptes boken Stochastic differential equations : an introduction with applications skriven av Bernt Øksendal. Det är den 5e upplagan av kursboken. Den är skriven på engelska och består av 324 sidor. Förlaget bakom boken är Springer.
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Referera till Stochastic differential equations : an introduction with applications (Upplaga 5)
Harvard
Øksendal, B. (1998). Stochastic differential equations : an introduction with applications. 5:e uppl. Springer.
Oxford
Øksendal, Bernt, Stochastic differential equations : an introduction with applications, 5 uppl. (Springer, 1998).
APA
Øksendal, B. (1998). Stochastic differential equations : an introduction with applications (5:e uppl.). Springer.
Vancouver
Øksendal B. Stochastic differential equations : an introduction with applications. 5:e uppl. Springer; 1998.
