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
Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.