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Parámetros
- 239 páginas
- 9 horas de lectura
Más información sobre el libro
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are provided throughout the text to motivate and illustrate the theory and show its importance for many applications in economics, biology, and physics. The basic idea of the presentation is to start from some fundamental results (without proofs) of the easier cases and develop the theory from there, concentrating on the proofs of the easier cases (which are often sufficiently general for many purposes) to quickly reach the parts of the theory that are most important for the applications. An extra chapter on applications to mathematical finance is included.
Compra de libros
Stochastic Differential Equations, Bernt Oksendal
- Idioma
- Publicado en
- 1992
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- Título
- Stochastic Differential Equations
- Subtítulo
- An Introduction with Applications
- Idioma
- Inglés
- Autores
- Bernt Oksendal
- Publicado en
- 1992
- Formato
- Tapa blanda
- Páginas
- 239
- ISBN10
- 3540533354
- ISBN13
- 9783540533351
- Serie
- Etiquetas
- No ficción, Libros de texto, Comercio, Negocios & Gestión, Ciencias naturales, Ciencia, Economía, Libros de texto de matemáticas, Finanzas, Libros de texto de física
- Calificación
- 4 de 5
- Descripción
- This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are provided throughout the text to motivate and illustrate the theory and show its importance for many applications in economics, biology, and physics. The basic idea of the presentation is to start from some fundamental results (without proofs) of the easier cases and develop the theory from there, concentrating on the proofs of the easier cases (which are often sufficiently general for many purposes) to quickly reach the parts of the theory that are most important for the applications. An extra chapter on applications to mathematical finance is included.