Items related to An Introduction to Stochastic Differential Equations...
Synopsis
This book provides a quick, but very readable introduction to stochastic differential equations―that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing.
This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book).
"synopsis" may belong to another edition of this title.
About the Author
Lawrence C. Evans, University of California, Berkeley, CA, USA
"About this title" may belong to another edition of this title.
Buy New
View this item
£ 45.88
FREE shipping from United Kingdom to U.S.A.
Destination, rates & speeds
Search results for An Introduction to Stochastic Differential Equations...
Seller Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Used
Softcover
Seller: Big River Books, Powder Springs, GA, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Seller Inventory # BRV.1470410540.G
Quantity: 1 available
Seller Image
Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Used
Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Seller Inventory # 20427405-5
Quantity: 1 available
Stock Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
Used
Paperback
Seller: Textbooks_Source, Columbia, MO, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Seller Inventory # 001743426U
Quantity: 1 available
Seller Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, US, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Hardcover
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. This book provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing. This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book). Seller Inventory # LU-9781470410544
Quantity: 4 available
Stock Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Seller Inventory # V9781470410544
Quantity: 1 available
Stock Image
An Introduction to Stochastic Differential Equations
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # FW-9781470410544
Quantity: 9 available
Stock Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. 151. Seller Inventory # 96118405
Quantity: 3 available
Stock Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour. Num Pages: 151 pages, illustrations. BIC Classification: PBKJ. Category: (G) General (US: Trade). Dimension: 254 x 178 x 9. Weight in Grams: 294. . 2014. Paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9781470410544
Quantity: 1 available
Stock Image
An Introduction to Stochastic Differential Equations
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 151. Seller Inventory # 2697327450
Quantity: 3 available
Stock Image
AN INTRODUCTION TO STOCHASTIC DIFFE (eng)
Published by
American Mathematical Society, 2014
ISBN 10: 1470410540
ISBN 13: 9781470410544
New
Softcover
Seller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 5 out of 5 stars
Condition: new. Seller Inventory # 80bb9a7bbdb6ad2bf2d2ad1669562e28
Quantity: 9 available