Viser: Stochastic Differential Equations - An Introduction with Applications
Stochastic Differential Equations Vital Source e-bog
Bernt Øksendal
(2010)
Springer Nature
210,00 kr.
Leveres umiddelbart efter køb
Stochastic Differential Equations Vital Source e-bog
Bernt Øksendal
(2010)
Springer Nature
274,00 kr.
Leveres umiddelbart efter køb
Søgbar e-bog
Stochastic Differential Equations Vital Source e-bog
Bernt Øksendal
(2010)
Springer Nature
421,00 kr.
Leveres umiddelbart efter køb
Stochastic Differential Equations Vital Source e-bog
Bernt Øksendal
(2010)
Springer Nature
546,00 kr.
Leveres umiddelbart efter køb
Stochastic Differential Equations
An Introduction with Applications
Bernt Øksendal
(2003)
Sprog: Engelsk
Springer Berlin / Heidelberg
646,00 kr.
ikke på lager, Bestil nu og få den leveret
om ca. 12 hverdage
om ca. 12 hverdage
Detaljer om varen
- 6. Udgave
- Vital Source 90 day rentals (fixed pages)
- Udgiver: Springer Nature (November 2010)
- ISBN: 9783642143946R90
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.
Licens varighed:
Online udgaven er tilgængelig: 90 dage fra købsdato.
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Detaljer om varen
- 6. Udgave
- Vital Source 180 day rentals (fixed pages)
- Udgiver: Springer Nature (November 2010)
- ISBN: 9783642143946R180
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.
Licens varighed:
Online udgaven er tilgængelig: 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)
Online udgaven er tilgængelig: 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
- 6. Udgave
- Vital Source searchable e-book (Fixed pages)
- Udgiver: Springer Nature (November 2010)
- ISBN: 9783642143946
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.
Licens varighed:
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)
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
- 6. Udgave
- Vital Source 365 day rentals (fixed pages)
- Udgiver: Springer Nature (November 2010)
- ISBN: 9783642143946R365
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.
Licens varighed:
Bookshelf online: 365 dage fra købsdato.
Bookshelf appen: 365 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)
Bookshelf online: 365 dage fra købsdato.
Bookshelf appen: 365 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
- 6. Udgave
- Paperback: 379 sider
- Udgiver: Springer Berlin / Heidelberg (Juli 2003)
- ISBN: 9783540047582
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.
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.
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