Treffer: Introduction to stochastic analysis
Titel:
Introduction to stochastic analysis : integrals and differential equations / Vigirdas Mackevičius
Beteiligt:
Veröffentlicht:
London : Wiley, 2013
Vertrieb:
Hoboken, NJ : John Wiley & Sons, Inc.
Umfang:
1 Online-Ressource (278 Seiten)
Format:
Sprache:
Englisch
Schriftenreihe/Mehrbändiges Werk:
ISTE
Anmerkungen:
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians
RVK-Notation:
Schlagworte:
ISBN:
1118603338 ; 9781118603338 ; 1118603249 ; 9781118603246
DOI:
10.1002/9781118603338