Stochastic Differential Equations: An Introduction with Applications

by Bernt Øksendal and Bernt K. Oksendal

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...

• Format: Paperback
• Language: English
• ISBN: 3540047581
• ISBN13: 9783540047582
• Release Date: July 2003
• Publisher: Springer
• Length: 379 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 6.3" x 9.2"