Stochastic Differential Equations

Stochastic Differential Equations by Bernt Oksendal

This text 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, for example, economics, biology and physics. The 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 fifth edition is an extra chapter on applications to mathematical finance.

SKU	Non disponible
ISBN 13	9783540637202
ISBN 10	3540637206
Titre	Stochastic Differential Equations
Auteur	Bernt Oksendal
Série	Universitext
État	Non disponible
Type de reliure	Paperback
Éditeur	Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Année de publication	1998-06-30
Nombre de pages	346
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible