Introduction to stochastic analysis integrals and differential equations
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, ra...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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London : Hoboken, N.J. :
ISTE Ltd ; John Wiley
2011.
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| Edición: | First edition |
| Colección: | Applied stochastic methods series
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627737906719 |
| Sumario: | This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion pro |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (278 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118603338 9781118603246 9781118603314 9781299187825 |
