Viser: Stochastic Differential Equations - An Introduction with Applications

Stochastic Differential Equations - An Introduction with Applications, 6. udgave

Stochastic Differential Equations

An Introduction with Applications
Bernt Øksendal
(2003)
Sprog: Engelsk
Springer Berlin / Heidelberg
555,00 kr.
Bestil nu og få den leveret inden for 2-3 hverdage.

Detaljer om varen

  • 6. Udgave
  • Paperback: 374 sider
  • Udgiver: Springer Berlin / Heidelberg (Juli 2003)
  • ISBN: 9783540047582
This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the end of each chapter, in order to facilitate the use of this edition together with previous ones. Several errors have been corrected and formulations have been improved. This has been made possible by the valuable comments from (in alphabetical order) Jon Bohlin, Mark Davis, Helge Holden, Patrick Jaillet, Chen Jing, Natalia Koroleva,MarioLefebvre,Alexander Matasov,Thilo Meyer-Brandis, Keigo Osawa, Bjørn Thunestvedt, Jan Ubøe and Yngve Williassen. I thank them all for helping to improve the book. My thanks also go to Dina Haraldsson, who once again has performed the typing and drawn the ?gures with great skill. Blindern, September 2002 Bernt Øksendal xv Preface to Corrected Printing, Fifth Edition The main corrections and improvements in this corrected printing are from Chapter 12. I have bene'tted from useful comments from a number of p- ple, including (in alphabetical order) Fredrik Dahl, Simone Deparis, Ulrich Haussmann, Yaozhong Hu, Marianne Huebner, Carl Peter Kirkebø, Ni- lay Kolev, Takashi Kumagai, Shlomo Levental, Geir Magnussen, Anders Øksendal, Jur ¨ gen Pottho?, Colin Rowat, Stig Sandnes, Lones Smith, S- suo Taniguchi and Bjørn Thunestvedt. I want to thank them all for helping me making the book better. I also want to thank Dina Haraldsson for pro'cient typing.
Some Mathematical Preliminaries.- Itô Integrals.- The Itô Formula and the Martingale Representation Theorem.- Stochastic Differential Equations.- The Filtering Problem.- Diffusions: Basic Properties.- Other Topics in Diffusion Theory.- Applications to Boundary Value Problems.- Application to Optimal Stopping.- Application to Stochastic Control.- Application to Mathematical Finance.

Andre har også købt

miniaturebillede af omslaget til An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling

Mark Pinsky og Samuel Karlin
Elsevier Science & Technology (2011)
740,00 kr.
Bestil nu og få den leveret inden for 2-3 hverdage.
miniaturebillede af omslaget til Dynamic Optimization - The Calculus of Variations and Optimal Control in Economics and Management, 2. udgave

Dynamic Optimization

The Calculus of Variations and Optimal Control in Economics and Management
Morton I. Kamien og Nancy L. Schwartz
Dover Publications, Incorporated (2012)
246,00 kr.
ikke på lager, Bestil nu og få den leveret
om ca. 10 hverdage
miniaturebillede af omslaget til Stochastic Differential Equations for Science and Engineering, 1. udgave

Stochastic Differential Equations for Science and Engineering

Uffe Høgsbro Thygesen
CRC Press LLC (2023)
666,00 kr. 599,40 kr.
Bestil nu og få den leveret inden for 2-3 hverdage.
miniaturebillede af omslaget til Differential Equations and Dynamical Systems, 3. udgave

Differential Equations and Dynamical Systems

Lawrence Perko
Springer New York (2013)
555,00 kr. 499,50 kr.
Bestil nu og få den leveret inden for 2-3 hverdage.
miniaturebillede af omslaget til The Calculus of Variations and Optimal Control - An Introduction

The Calculus of Variations and Optimal Control

An Introduction
George Leitmann
Springer (2013)
1.745,00 kr.
Print on demand. Leveringstid vil være ca 2-3 uger.

Har du brug for en faktura?

Har du brug for en faktura udstedt til din arbejdsplads, kan du med fordel oprette en konto.

 

Det tager kun et øjeblik og kontoen er klar til brug med det samme. Du skal blot bruge firmaets CVR nummer.