An Introduction to Stochastic Differential Equations 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


An Introduction to Stochastic Differential Equations

簡體網頁||繁體網頁
Lawrence C. Evans 作者
Amer Mathematical Society
譯者
2014-1-5 出版日期
142 頁數
USD 34.00 價格
Paperback
叢書系列
9781470410544 圖書編碼

An Introduction to Stochastic Differential Equations 在線電子書 圖書標籤: 數學  概率論  StochasticCalculus  Mathematics  隨機分析  概統  偏微分方程  e-book   


喜歡 An Introduction to Stochastic Differential Equations 在線電子書 的讀者還喜歡




點擊這裡下載
    


想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

發表於2024-11-07

An Introduction to Stochastic Differential Equations 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

An Introduction to Stochastic Differential Equations 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

An Introduction to Stochastic Differential Equations 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



An Introduction to Stochastic Differential Equations 在線電子書 用戶評價

評分

有點像科森多爾的簡化版。不要求太多概率論的基礎,讀完後可對隨機積分有粗淺的瞭解。

評分

有點像科森多爾的簡化版。不要求太多概率論的基礎,讀完後可對隨機積分有粗淺的瞭解。

評分

比較簡略,適閤入門。開篇講瞭各章內容,計算比較硬,第六章有的應用缺乏直觀沒怎麼看

評分

easy and valueless.

評分

比較簡略,適閤入門。開篇講瞭各章內容,計算比較硬,第六章有的應用缺乏直觀沒怎麼看

An Introduction to Stochastic Differential Equations 在線電子書 著者簡介


An Introduction to Stochastic Differential Equations 在線電子書 著者簡介


An Introduction to Stochastic Differential Equations 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

An Introduction to Stochastic Differential Equations 在線電子書 圖書描述

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic.

—Srinivasa Varadhan, New York University

This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability.

—George Papanicolaou, Stanford University

This book covers the most important elementary facts regarding stochastic differential equations; it also describes some of the applications to partial differential equations, optimal stopping, and options pricing. The book's style is intuitive rather than formal, and emphasis is made on clarity. This book will be very helpful to starting graduate students and strong undergraduates as well as to others who want to gain knowledge of stochastic differential equations. I recommend this book enthusiastically.

—Alexander Lipton, Mathematical Finance Executive, Bank of America Merrill Lynch

This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive “white noise” and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Itô stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing.

This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book).

An Introduction to Stochastic Differential Equations 在線電子書 下載 mobi epub pdf txt 在線電子書下載


想要找書就要到 圖書目錄大全
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

An Introduction to Stochastic Differential Equations 在線電子書 讀後感

評分

評分

評分

評分

評分

類似圖書 點擊查看全場最低價

An Introduction to Stochastic Differential Equations 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


分享鏈接





An Introduction to Stochastic Differential Equations 在線電子書 相關圖書




本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

友情鏈接

© 2024 book.wenda123.org All Rights Reserved. 圖書目錄大全 版權所有