pickabook books with huge discounts for everyone
pickabook books with huge discounts for everyone
Visit our new collection website www.collectionsforschool.co.uk
     
Email: Subscribe to news & offers:
Need assistance? Log In/Register


Item Details
Title: STOCHASTIC DIFFERENTIAL EQUATIONS
AN INTRODUCTION WITH APPLICATIONS
By: Bernt Oksendal
Format: Paperback

List price: £49.99
Our price: £42.49
Discount:
15% off
You save: £7.50
ISBN 10: 3540047581
ISBN 13: 9783540047582
Availability: Usually dispatched within 3-5 days.
 Delivery rates
Stock: Currently 3 available
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 15 July, 2003
Edition: Softcover reprint of the original 6th ed. 2003
Series: Universitext
Pages: 379
Description: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Synopsis: This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the end of each chapter, in order to facilitate the use of this edition together with previous ones. Several errors have been corrected and formulations have been improved. This has been made possible by the valuable comments from (in alphabetical order) Jon Bohlin, Mark Davis, Helge Holden, Patrick Jaillet, Chen Jing, Natalia Koroleva,MarioLefebvre,Alexander Matasov,Thilo Meyer-Brandis, Keigo Osawa, Bjorn Thunestvedt, Jan Uboe and Yngve Williassen. I thank them all for helping to improve the book. My thanks also go to Dina Haraldsson, who once again has performed the typing and drawn the ?gures with great skill. Blindern, September 2002 Bernt Oksendal xv Preface to Corrected Printing, Fifth Edition The main corrections and improvements in this corrected printing are from Chapter 12. I have bene?tted from useful comments from a number of p- ple, including (in alphabetical order) Fredrik Dahl, Simone Deparis, Ulrich Haussmann, Yaozhong Hu, Marianne Huebner, Carl Peter Kirkebo, Ni- lay Kolev, Takashi Kumagai, Shlomo Levental, Geir Magnussen, Anders Oksendal, Jur .. gen Pottho?, Colin Rowat, Stig Sandnes, Lones Smith, S- suo Taniguchi and Bjorn Thunestvedt. I want to thank them all for helping me making the book better. I also want to thank Dina Haraldsson for pro?cient typing.
Illustrations: XXVII, 379 p.
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
Some other items by this author:
ADVANCED MATHEMATICAL METHODS FOR FINANCE (HB)
ADVANCED MATHEMATICAL METHODS FOR FINANCE (PB)
APPLIED STOCHASTIC CONTROL OF JUMP DIFFUSIONS
APPLIED STOCHASTIC CONTROL OF JUMP DIFFUSIONS (PB)
APPLIED STOCHASTIC CONTROL OF JUMP DIFFUSIONS (PB)
MALLIAVIN CALCULUS FOR LEVY PROCESSES WITH APPLICATIONS TO FINANCE (PB)
STOCHASTIC ANALYSIS AND RELATED TOPICS (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS V (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS V (PB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VI (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VI (PB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VII (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VII (PB)
STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION AND APPLICATIONS (HB)
STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION AND APPLICATIONS (PB)
STOCHASTIC DIFFERENTIAL EQUATIONS (PB)
STOCHASTIC MODELS AND OPTION VALUES (HB)
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (HB)
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (PB)
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (PB)

CUSTOMERS WHO PURCHASED THIS ITEM ALSO BOUGHT
Probabilistic Techniques in Analysis (Hardback)
more details
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus (Paperback)
more details
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Paperback)
more details
TOP SELLERS IN THIS CATEGORY
Solving Nonlinear Partial Differential Equations with Maple and Mathematica (Hardback)
Springer Verlag GmbH
Our Price : £93.49
more details
Differential Equations with Applications and Historical Notes (Hardback)
Taylor & Francis Inc
Our Price : £87.29
more details
Inverse Problems in Ordinary Differential Equations and Applications (Hardback)
Birkhauser Verlag AG
Our Price : £76.99
more details
Elementary Number Theory (Paperback)
Pearson Education Limited
Our Price : £63.82
more details
Differential Equations (Hardback)
Springer International Publishing AG
Our Price : £46.74
more details
BROWSE FOR BOOKS IN RELATED CATEGORIES
 MATHEMATICS AND SCIENCE
 mathematics
 calculus & mathematical analysis
 differential equations


Information provided by www.pickabook.co.uk
SHOPPING BASKET
  
Your basket is empty
  Total Items: 0
 

NEW
Ramadan and Eid al-Fitr A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
add to basket

Learning
That''s My Story!: Drama for Confidence, Communication and C... The ability to communicate is an essential life skill for all children, underpinning their confidence, personal and social wellbeing, and sense of self.
add to basket