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Introduction to stochastic analysis : integrals and differential equations /
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, ra...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Wiley,
2013.
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| Colección: | ISTE.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Notas: | 14.4. Itô processes. |
| Descripción Física: | 1 online resource (278 pages) |
| ISBN: | 9781118603338 1118603338 |