Stochastic Differential Equations: An Introduction with Applications
暫譯: 隨機微分方程：應用與入門

Øksendal, Bernt

Stochastic Differential Equations: An Introduction with Applications
  • 出版商: Springer
  • 出版日期: 2003-07-15
  • 售價: $3,080
  • 貴賓價: 9.5 折 $2,926
  • 語言: 英文
  • 頁數: 379
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3540047581
  • ISBN-13: 9783540047582
  • 相關分類: 機率統計學 Probability-and-statistics

    • 海外代購書籍(需單獨結帳)

商品描述

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.

商品描述(中文翻譯)

本書介紹隨機微積分的基本理論及其應用。文本中提供了多個範例，以激發和說明理論的重要性，並展示其在經濟學、生物學和物理學等多個應用領域的價值。呈現的基本理念是從一些基本結果（不包含證明）開始，針對較簡單的情況發展理論，並專注於這些簡單情況的證明，以便快速進入對應用最重要的理論部分。在第六版中，作者新增了更多練習題，並首次提供了許多練習題的解答。

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