An Introduction to Stochastic Differential Equations pdf epub mobi txt 电子书 下载 2024


An Introduction to Stochastic Differential Equations

简体网页||繁体网页
Lawrence C. Evans
Amer Mathematical Society
2014-1-5
142
USD 34.00
Paperback
9781470410544

图书标签: 数学  概率论  StochasticCalculus  Mathematics  随机分析  概统  偏微分方程  e-book   


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发表于2024-12-25

An Introduction to Stochastic Differential Equations epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

An Introduction to Stochastic Differential Equations epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

An Introduction to Stochastic Differential Equations pdf epub mobi txt 电子书 下载 2024



图书描述

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic.

—Srinivasa Varadhan, New York University

This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability.

—George Papanicolaou, Stanford University

This book covers the most important elementary facts regarding stochastic differential equations; it also describes some of the applications to partial differential equations, optimal stopping, and options pricing. The book's style is intuitive rather than formal, and emphasis is made on clarity. This book will be very helpful to starting graduate students and strong undergraduates as well as to others who want to gain knowledge of stochastic differential equations. I recommend this book enthusiastically.

—Alexander Lipton, Mathematical Finance Executive, Bank of America Merrill Lynch

This short book 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 concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing.

This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book).

An Introduction to Stochastic Differential Equations 下载 mobi epub pdf txt 电子书

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An Introduction to Stochastic Differential Equations pdf epub mobi txt 电子书 下载
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立刻按 ctrl+D收藏本页
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用户评价

评分

第一部份概率论总结的很好

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easy and valueless.

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比较简略,适合入门。开篇讲了各章内容,计算比较硬,第六章有的应用缺乏直观没怎么看

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Oksendal的书更好一点。

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Oksendal的书更好一点。

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An Introduction to Stochastic Differential Equations pdf epub mobi txt 电子书 下载 2024


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