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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

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Stochastic Differential Equations - An Introduction with Applications (Paperback, Softcover reprint of the original 6th ed. 2003) Loot Price: R1,360

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Stochastic Differential Equations - An Introduction with Applications (Paperback, Softcover reprint of the original 6th ed. 2003)

Bernt Oksendal

Series: Universitext

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List price ~~R1,485~~ Loot Price R1,360 Discovery Miles 13 600 | Repayment Terms: R127 pm x 12* You Save R125 (8%)

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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 case in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Universitext
Release date:	February 2014
First published:	May 2006
Authors:	Bernt Oksendal
Dimensions:	235 x 153 x 22mm (L x W x T)
Format:	Paperback - Trade
Pages:	369
Edition:	Softcover reprint of the original 6th ed. 2003
ISBN-13:	978-3-540-04758-2
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-540-04758-1
Barcode:	9783540047582