Stochastic differential equations: an introduction with applications
Auteur :
Øksendal, Bernt
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540047582
Date de publication :
15 juil. 2003
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
578 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.