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 ...
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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 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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Add this copy of Stochastic Differential Equations: an Introduction With to cart. $34.68, good condition, Sold by Wonder Book - Member ABAA/ILAB rated 5.0 out of 5 stars, ships from Frederick, MD, UNITED STATES, published 1985 by Springer.
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Add this copy of Stochastic Differential Equations: an Introduction With to cart. $35.19, fair condition, Sold by Goodwill of Silicon Valley rated 5.0 out of 5 stars, ships from San Jose, CA, UNITED STATES, published 1985 by Springer-Verlag.
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Fair. Supports Goodwill of Silicon Valley job training programs. The cover and pages are in Acceptable condition! Any other included accessories are also in Acceptable condition showing use. Use can include some highlighting and writing page and cover creases as well as other types visible wear such as cover tears discoloration staining marks scuffs etc. All pages intact.
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Add this copy of Stochastic Differential Equations: an Introduction With to cart. $38.50, very good condition, Sold by Best and Fastest Books rated 4.0 out of 5 stars, ships from Wantage, NJ, UNITED STATES, published 1998 by Springer.
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Add this copy of Stochastic Differential Equations: an Introduction With to cart. $72.96, very good condition, Sold by Rob the Book Man rated 5.0 out of 5 stars, ships from Vancouver, WA, UNITED STATES, published 1998 by Secaucus, New Jersey, U.S.A. : Springer Verlag.
Add this copy of Stochastic Differential Equations: an Introduction With to cart. $81.31, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1985 by Springer-Verlag.
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Add this copy of Stochastic Differential Equations: an Introduction With to cart. $121.38, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1985 by Springer-Verlag.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 450grams, ISBN: 038715292X.
