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Introduction to Stochastic Differential Equations

Name: Introduction to Stochastic Differential Equations
Brand: American Mathematical Society
SKU: 06303901
Price: 52.09 EUR
Availability: InStock
Author: Lawrence C Evans
ISBN: 9781470410544

Lawrence C Evans

Jezik

Engleski

Knjiga Tvrdi uvez

Libristo kod: 06303901

Nakladnici American Mathematical Society, studeni 2013

Provides a quick, but very readable introduction to stochastic differential equations--that is, to d... Cijeli opis

Libristo kod: 06303901

126 b

52.09 €

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Provides a quick, but very readable introduction to stochastic differential equations--that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour.