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From Elementary Probability to Stochastic Differential Equations with MAPLE (R) Sasha Cyganowski

From Elementary Probability to Stochastic Differential Equations with MAPLE (R) By Sasha Cyganowski

From Elementary Probability to Stochastic Differential Equations with MAPLE (R) by Sasha Cyganowski


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Summary

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.

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From Elementary Probability to Stochastic Differential Equations with MAPLE (R) Summary

From Elementary Probability to Stochastic Differential Equations with MAPLE (R) by Sasha Cyganowski

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.

From Elementary Probability to Stochastic Differential Equations with MAPLE (R) Reviews

... The authors have done a good job. The material is didactically well presented, and motivations are given before definitions are stated. MAPLE, a computer algebra system, is used to illustrate the mathematics and help readers understand the concepts. ...

Walter Gander, Journal of the American Statistical Association, March 2003, p. 254-255

... This book is valuable as supplementary text to introductions into probability theory.

F.Hofbauer, Monatshefte fur Mathematik 2003, Vol. 138, Issue 1

... The aim of the book is to supplement conventional mathematical textbooks on probability and stochastics. The book serves its purpose very well. ...

Evelyn Buckwar, Zentralblatt fur Mathematik 987.60002

The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and applications. Although this book contains definitions and theorems, it differs from conventional mathematics books in its use of MAPLE worksheets instead of formal proofs to enable the reader to gain an intuitive understanding of the ideas under concern. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs.

L'Enseignment Mathematique, Issue 1-2, Vol. 48, 2002, p. 20

Table of Contents

1 Probability Basics.- 2 Measure and Integral.- 3 Random Variables and Distributions.- 4 Parameters of Probability Distributions.- 5 A Tour of Important Distributions.- 6 Numerical Simulations and Statistical Inference.- 7 Stochastic Processes.- 8 Stochastic Calculus.- 9 Stochastic Differential Equations.- 10 Numerical Methods for SDEs.- Bibliographical Notes.- References.

Additional information

CIN3540426663G
9783540426660
3540426663
From Elementary Probability to Stochastic Differential Equations with MAPLE (R) by Sasha Cyganowski
Used - Good
Paperback
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
2001-11-20
310
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - From Elementary Probability to Stochastic Differential Equations with MAPLE (R)