An Introduction to Stochastic Differential Equations - 9781470410544
Un libro in lingua di Evans Lawrence C. edito da Amer Mathematical Society, 2014
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Evans has revised lecture notes for a course on stochastic differential equations that he has taught at various universities. Omitting some precise detail, he surveys the basics of the Itô stochastic calculus and the foundations of stochastic differential equations, with particular emphasis on applications to partial differential equations. He assumes readers to be fairly adept with measure-theoretic mathematical analysis, but does not assume any particular knowledge of probability theory, which he develops briefly. Annotation ©2014 Book News, Inc., Portland, OR (booknews.com)
Informazioni bibliografiche
- Titolo del Libro in lingua: An Introduction to Stochastic Differential Equations
- Lingua: English
- Autore: Evans Lawrence C.
- Editore: Amer Mathematical Society
- Collana: Amer Mathematical Society (Paperback)
- Data di Pubblicazione: 05 Gennaio '14
- Genere: MATHEMATICS
- Argomenti : Stochastic differential equations Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations. ms Probability theory and stochastic processes -- Markov processe
- Pagine: 151
- EAN-13: 9781470410544