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Carte Introduction to Stochastic Differential Equations Lawrence C Evans

Introduction to Stochastic Differential Equations

Autor: Lawrence C Evans
Limbă: engleză
Legare: Copertă tare
Editura: American Mathematical Society
Disponibilitate: În depozitul extern
Expediem în 14-20 zile
277.21 lei
Provides a quick, but very readable introduction to stochastic differential equations--that is, to d...

Informații despre carte

Autor
Lawrence C Evans
Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2013
Pagini
151
EAN
9781470410544
ISBN
9781470410544
Enbook ID
06303901
Editura
American Mathematical Society
Greutate
294
Dimensiuni
178 x 254 x 9

Descriere completă

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.

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