Code: 06303901
Introduction to Stochastic Differential Equations
by Lawrence C Evans
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 strongly focused upon t ... more
- Language:
English - Binding: Hardback
- Number of pages: 151
Publisher: American Mathematical Society, 2013
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65.38 €
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Book synopsis
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 strongly focused upon the interplay between probabilistic intuition and mathematical rigour.
Book details
Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis
65.38 €
- Full title: Introduction to Stochastic Differential Equations
- Author: Lawrence C Evans
- Language: English
- Binding: Hardback
- Number of pages: 151
- EAN: 9781470410544
- ISBN: 9781470410544
- ID: 06303901
- Publisher: American Mathematical Society
- Weight: 294 g
- Dimensions: 254 × 178 × 9 mm
- Date of publishing: 30. November 2013
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