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Brownian Motion Calculus Ubbo Wiersema

  • SKU: BELL-1310698
Brownian Motion Calculus Ubbo Wiersema
$ 31.00 $ 45.00 (-31%)

5.0

60 reviews

Brownian Motion Calculus Ubbo Wiersema instant download after payment.

Publisher: John Wiley & Sons
File Extension: PDF
File size: 2.93 MB
Pages: 331
Author: Ubbo Wiersema
ISBN: 9780470021705, 9782701519234, 0470021705, 2701519233
Language: English
Year: 2008

Product desciption

Brownian Motion Calculus Ubbo Wiersema by Ubbo Wiersema 9780470021705, 9782701519234, 0470021705, 2701519233 instant download after payment.

This is an awesome book!It follows a non-rigorous (non measure-theoretic) approach to brownian motion/SDEs, similar in that respect to the traditional calculus textbook approach. The author provides plenty of intuition behind results, plenty of drills and generally solves problems without jumping any intermediate step. I have read most books of the kind and this one is clearly the best. It is suitable for undergraduate education, namely in engineering and in finance. It may be a bit on the light side for maths undergrads, although could be used for a light intro to these topics.

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