Stochastic Differential Equations
An Introduction With Applications (Universitext)
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Word Count
67,750 words, Guess
Page Count
271 pages
Identifiers
- Open LibraryOL7447669M
- ISBN-139780387602431
- ISBN-100387602437
- OCLC Control Number32968575
- Library of Congress Control Number95037627
and 1 more
- LibraryThing335179
Classifications
- LCCQA274.23 .O47 1995
Description
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 cases (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.
First Sentence
If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic mathematical model of the situation.
Subjects
Other Editions
- Stochastic Differential Equations
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