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Synopsis
From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications...The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986
"synopsis" may belong to another edition of this title.
Synopsis
From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications...The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986
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Stochastic Differential Equations: An Introduction with Applications
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1989
ISBN 10: 3540517405
ISBN 13: 9783540517405
Used
Paperback
Seller: Fireside Bookshop, Stroud, GLOS, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Type: Book Small plain label inside cover. Seller Inventory # 052672
Quantity: 1 available
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Stochastic Differential Equations: An Introduction with Applications (Universitext).
Published by
Berlin, Heidelberg, New York: Springer, 1989
ISBN 10: 3540517405
ISBN 13: 9783540517405
Used
Broschiert
Seller: Antiquariat Bernhardt, Kassel, Germany
Seller rating 5 out of 5 stars
Broschiert. Condition: Sehr gut. Zust: Gutes Exemplar. XV, 186 S. Englisch 370g. Seller Inventory # 489692
Quantity: 1 available