Stochastic differential equations: An introduction with applications (Universitext) - B. K Øksendal, Bernt K. Oksendal (1985)
ISBN 038715292X
Subject Stochastic differential equations
Publisher Springer-Verlag
Publication Date 1985
Format Paperback (250 mm)
Language e
This book gives 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 (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. The new feature of this 5th edition is an extra chapter on applications to mathematical finance.
Personal Details
Collection Status In Collection
Index 501
Read It Yes
Links Amazon US
Barnes & Noble
Product Details
LoC Classification QA274.23.O47 1985
Dewey 519.2
Cover Price $32.00
No. of Pages 205
Includes index.