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Stochastic Differential Equations: An Introduction with Applications by Bernt Oksendal (Paperback, 2014)

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This book 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 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 (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. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.

Product Identifiers

PublisherSpringer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-139783540047582
eBay Product ID (ePID)90896404

Product Key Features

Number of Pages379 Pages
Publication NameStochastic Differential Equations: an Introduction with Applications
LanguageEnglish
SubjectComputer Science, Mathematics, Physics
Publication Year2014
TypeTextbook
AuthorBernt Oksendal
SeriesUniversitext
FormatPaperback

Dimensions

Item Height235 mm
Item Weight1210 g
Item Width155 mm

Additional Product Features

Country/Region of ManufactureGermany
Title_AuthorBernt Oksendal

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  • by gorax82
    29 Aug, 2018

    It is right

    It is important for researcher involved in theretical aspect concerning probability models, which are also usefull in statistical field

    Verified purchase: YesCondition: New

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