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Stochastic differential equations
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Stochastic differential equations Paperback - 2007

by B. K. Øksendal


From the publisher

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.

First line

If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic mathematical model of the situation.

Details

  • Title Stochastic differential equations
  • Author B. K. Øksendal
  • Binding Paperback
  • Edition INTERNATIONAL ED
  • Pages 374
  • Language ENG
  • Publisher Springer, Berlin
  • Date 2007
  • Features Illustrated
  • ISBN 9783540047582
  • Dewey Decimal Code 519.2
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Stochastic Differential Equations: An Introduction with Applications (Universitext)

Stochastic Differential Equations: An Introduction with Applications (Universitext)

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Stochastic Differential Equations : An Introduction with Applications
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Stochastic Differential Equations : An Introduction with Applications

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Stochastic Differential Equations: An Introduction with Applications

Stochastic Differential Equations: An Introduction with Applications

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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)

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Stochastic Differential Equations: An Introduction With Applications
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Stochastic Differential Equations: An Introduction With Applications

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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)

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Stochastic Differential Equations: An Introduction with Applications (Universitext)

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