Stochastic Differential Equations

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.

שנה

1995

שפה

English

הוצאה

Springer-Verlag Telos

מהדורות

9

עמודים

271

ISBN

9783540602439

מקור הנתונים: Wikidata