Introduction to Stochastic Calculus with Applications pdf epub mobi txt 电子书 下载 2024
简体网页||繁体网页
图书标签: 数学 英文 教材
喜欢 Introduction to Stochastic Calculus with Applications 的读者还喜欢
点击这里下载
发表于2024-11-03
Introduction to Stochastic Calculus with Applications epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024
Introduction to Stochastic Calculus with Applications epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024
Introduction to Stochastic Calculus with Applications pdf epub mobi txt 电子书 下载 2024
图书描述
This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics.
Only a basic knowledge of calculus and probability is required for reading the book. The text takes the reader from a fairly low technical level to a sophisticated one gradually. Heuristic arguments are often given before precise results are stated, and many ideas are illustrated by worked-out examples. Exercises are provided at the end of chapters to help to test readers' understanding. This book is suitable for advanced undergraduate students, graduate students as well as research workers and practitioners.
著者简介
图书目录
Introduction to Stochastic Calculus with Applications pdf epub mobi txt 电子书 下载
用户评价
读后感
我的随机微积分入门，每一节都很简洁，但是保持了较高的数学逻辑严密性，内容很丰富，包括了最一般的半鞅积分。但是对半鞅积分的论述好像有些逻辑跳跃，而且证明基本只给出个大概思路，我补不上，所以还是选择继续读Protter的《Stochastic Integration and Differential Equati...
评分我的随机微积分入门，每一节都很简洁，但是保持了较高的数学逻辑严密性，内容很丰富，包括了最一般的半鞅积分。但是对半鞅积分的论述好像有些逻辑跳跃，而且证明基本只给出个大概思路，我补不上，所以还是选择继续读Protter的《Stochastic Integration and Differential Equati...
评分我的随机微积分入门，每一节都很简洁，但是保持了较高的数学逻辑严密性，内容很丰富，包括了最一般的半鞅积分。但是对半鞅积分的论述好像有些逻辑跳跃，而且证明基本只给出个大概思路，我补不上，所以还是选择继续读Protter的《Stochastic Integration and Differential Equati...
评分我的随机微积分入门，每一节都很简洁，但是保持了较高的数学逻辑严密性，内容很丰富，包括了最一般的半鞅积分。但是对半鞅积分的论述好像有些逻辑跳跃，而且证明基本只给出个大概思路，我补不上，所以还是选择继续读Protter的《Stochastic Integration and Differential Equati...
评分我的随机微积分入门，每一节都很简洁，但是保持了较高的数学逻辑严密性，内容很丰富，包括了最一般的半鞅积分。但是对半鞅积分的论述好像有些逻辑跳跃，而且证明基本只给出个大概思路，我补不上，所以还是选择继续读Protter的《Stochastic Integration and Differential Equati...
Introduction to Stochastic Calculus with Applications pdf epub mobi txt 电子书 下载 2024
分享链接
Introduction to Stochastic Calculus with Applications pdf 电子书 下载链接
相关图书
-
Tauberian Theory pdf epub mobi txt 电子书 下载 -
Elliptic Differential Equations pdf epub mobi txt 电子书 下载
-
Mathematics for Multimedia (Applied and Numerical Harmonic Analysis) pdf epub mobi txt 电子书 下载
-
Second Order Parabolic Differential Equations pdf epub mobi txt 电子书 下载
-
The Quantum Theory of Magnetism pdf epub mobi txt 电子书 下载
-
Introduction to Telecom Billing, Usage Events, Call Detail Records, and Billing Cycles pdf epub mobi txt 电子书 下载
-
五官科学 pdf epub mobi txt 电子书 下载
-
Violin Pieces The Whole World Plays Ww 5 pdf epub mobi txt 电子书 下载
-
Whittington pdf epub mobi txt 电子书 下载
-
Starting Out pdf epub mobi txt 电子书 下载
-
The Opposing Shore pdf epub mobi txt 电子书 下载
-
Introduction To Wireless Billing; Usage Recording, Charge Processing, System Setup, And Real Time Bi pdf epub mobi txt 电子书 下载
-
Vietnam Zippos: American Soldiers' Engravings and Stories (1965-1973) pdf epub mobi txt 电子书 下载
-
Who's Watching the Tower pdf epub mobi txt 电子书 下载
-
A Charge to Keep pdf epub mobi txt 电子书 下载
-
Shanghai Dream pdf epub mobi txt 电子书 下载
-
Heston Blumenthal pdf epub mobi txt 电子书 下载
-
Film Studies pdf epub mobi txt 电子书 下载
-
King, Queen, Knave pdf epub mobi txt 电子书 下载
-
Bruce Goff pdf epub mobi txt 电子书 下载
