Stochastic Differential Equations

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Stochastic Differential Equations

Summary

This text 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, for example, economics, biology and physics.

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Stochastic Differential Equations by Bernt Oksendal

This text 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, for example, economics, biology and physics. The 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 case (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. The new feature of this fifth edition is an extra chapter on applications to mathematical finance.
SKU Unavailable
ISBN 13 9783540637202
ISBN 10 3540637206
Title Stochastic Differential Equations
Author Bernt Oksendal
Series Universitext
Condition Unavailable
Binding Type Paperback
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year published 1998-06-30
Number of pages 346
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable