Published by American Mathematical Society, 2014
ISBN 10: 1470410540 ISBN 13: 9781470410544
Language: English
Seller: Zoom Books East, Glendale Heights, IL, U.S.A.
Condition: good. Book is in good condition and may include underlining highlighting and minimal wear. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.
Published by American Mathematical Society, 2017
ISBN 10: 1470437341 ISBN 13: 9781470437343
Language: English
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. pp. 672.
Published by Amer Mathematical Society, 2014
ISBN 10: 1470410540 ISBN 13: 9781470410544
Language: English
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock.
Published by Amer Mathematical Society, 2014
ISBN 10: 1470410540 ISBN 13: 9781470410544
Language: English
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 151 pages. 9.75x7.00x0.50 inches. In Stock.
Published by Universities Press, 2017
Seller: Vedams eBooks (P) Ltd, New Delhi, India
Soft cover. Condition: New. This short 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 concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô 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) (jacket).
Published by American Mathematical Society, 2014
ISBN 10: 1470410540 ISBN 13: 9781470410544
Language: English
Seller: medimops, Berlin, Germany
Condition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.