SØG - mellem flere end 8 millioner bøger:
Viser: Stochastic Calculus - An Introduction Through Theory and Exercises
Stochastic Calculus Vital Source e-bog
Paolo Baldi
(2017)
Stochastic Calculus Vital Source e-bog
Paolo Baldi
(2017)
Stochastic Calculus Vital Source e-bog
Paolo Baldi
(2017)
Stochastic Calculus
An Introduction Through Theory and Exercises
Paolo Baldi
(2017)
Sprog: Engelsk
Detaljer om varen
- Vital Source searchable e-book (Reflowable pages)
- Udgiver: Springer Nature (November 2017)
- ISBN: 9783319622262
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Vital Source 180 day rentals (dynamic pages)
- Udgiver: Springer Nature (November 2017)
- ISBN: 9783319622262R180
Bookshelf online: 180 dage fra købsdato.
Bookshelf appen: 180 dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Vital Source 90 day rentals (dynamic pages)
- Udgiver: Springer Nature (November 2017)
- ISBN: 9783319622262R90
Bookshelf online: 90 dage fra købsdato.
Bookshelf appen: 90 dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- Paperback
- Udgiver: Springer International Publishing AG (November 2017)
- ISBN: 9783319622255
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.
After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used.
Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.