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Stochastic Differential Equations An Introduction With Applications 6th Edition Bernt Ksendal

  • SKU: BELL-33791472
Stochastic Differential Equations An Introduction With Applications 6th Edition Bernt Ksendal
$ 31.00 $ 45.00 (-31%)

4.8

44 reviews

Stochastic Differential Equations An Introduction With Applications 6th Edition Bernt Ksendal instant download after payment.

Publisher: Springer-Verlag
File Extension: PDF
File size: 2.56 MB
Pages: 403
Author: Bernt Øksendal
ISBN: 9783540047582, 9783642143946, 3540047581, 3642143946, 2010930618
Language: English
Year: 2013
Edition: 6

Product desciption

Stochastic Differential Equations An Introduction With Applications 6th Edition Bernt Ksendal by Bernt Øksendal 9783540047582, 9783642143946, 3540047581, 3642143946, 2010930618 instant download after payment.

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 in e.g. economics, biology and physics. The basic 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 in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.

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