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 ...
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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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Add this copy of Stochastic Differential Equations an Introduction With to cart. $112.15, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2014 by Springer.
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Edition:
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Springer
Published:
2003
Language:
English
Alibris ID:
18210847342
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Edition:
6th Softcover Reprint of the Original 6th 2003 edition
Publisher:
Springer
Published:
2003
Language:
English
Alibris ID:
18456586521
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Edition:
6th Softcover Reprint of the Original 6th 2003 edition
Publisher:
Springer
Published:
2003
Language:
English
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18037755763
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Edition:
6th Softcover Reprint of the Original 6th 2003 edition
Publisher:
Springer
Published:
2003
Language:
English
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17446778428
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