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

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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   


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發表於2024-11-26

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

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easy and valueless.

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。

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easy and valueless.

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Oksendal的書更好一點。

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Oksendal的書更好一點。

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).

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