An Introduction to Stochastic Differential Equations by Lawrence C Evans
Provides a quick, but very readable introduction to stochastic differential equationsthat is, to differential equations subject to additive white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour.-
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A Dingo Ate My Math Book
.. [A]n interesting and unusual introduction to stochastic differential equations...topical and appealing to a wide audience. ... This is interesting stuff and, because of Evans' always clear explanations, it is fun too." - MAA Reviews
Lawrence C. Evans, University of California, Berkeley, CA, USA
| SKU | Unavailable |
| ISBN 13 | 9781470410544 |
| ISBN 10 | 1470410540 |
| Title | An Introduction to Stochastic Differential Equations |
| Author | Lawrence C Evans |
| Series | Monograph Books |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | American Mathematical Society |
| Year published | 2014-01-30 |
| Number of pages | 151 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |