Stochastic Differential Equations: An Introduction with Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1989
|
| Ausgabe: | Second Edition |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications... The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986#1 "The book is well written, gives a lot of nice applications of stochastic differential equation theory, and presents theory and applications of stochastic differential equations in a way which makes the book useful for mathematical seminars at a low level. (...) The book (will) really motivate scientists from non-mathematical fields to try to understand the usefulness of stochastic differential equations in their fields." Metrica#2 |
| Beschreibung: | 1 Online-Ressource (XV, 188 p) |
| ISBN: | 9783662025741 9783540517405 |
| ISSN: | 0172-5939 |
| DOI: | 10.1007/978-3-662-02574-1 |
Internformat
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| 100 | 1 | |a Øksendal, Bernt |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stochastic Differential Equations |b An Introduction with Applications |c by Bernt Øksendal |
| 250 | |a Second Edition | ||
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| 500 | |a From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications... The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986#1 "The book is well written, gives a lot of nice applications of stochastic differential equation theory, and presents theory and applications of stochastic differential equations in a way which makes the book useful for mathematical seminars at a low level. (...) The book (will) really motivate scientists from non-mathematical fields to try to understand the usefulness of stochastic differential equations in their fields." Metrica#2 | ||
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Datensatz im Suchindex
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| author | Øksendal, Bernt |
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| author_variant | b ø bø |
| building | Verbundindex |
| bvnumber | BV042423200 |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-02574-1 |
| edition | Second Edition |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:13Z |
| institution | BVB |
| isbn | 9783662025741 9783540517405 |
| issn | 0172-5939 |
| language | English |
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| spelling | Øksendal, Bernt Verfasser aut Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal Second Edition Berlin, Heidelberg Springer Berlin Heidelberg 1989 1 Online-Ressource (XV, 188 p) txt rdacontent c rdamedia cr rdacarrier Universitext 0172-5939 From the reviews: "The author, a lucid mind with a fine pedagogical instinct, has written a splendid text. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how the theory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respect to Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications... The book can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about." Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986#1 "The book is well written, gives a lot of nice applications of stochastic differential equation theory, and presents theory and applications of stochastic differential equations in a way which makes the book useful for mathematical seminars at a low level. (...) The book (will) really motivate scientists from non-mathematical fields to try to understand the usefulness of stochastic differential equations in their fields." Metrica#2 Mathematics Distribution (Probability theory) Mathematical physics Engineering mathematics Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics Appl.Mathematics/Computational Methods of Engineering Mathematik Mathematische Physik Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s 1\p DE-604 https://doi.org/10.1007/978-3-662-02574-1 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Øksendal, Bernt Stochastic Differential Equations An Introduction with Applications Mathematics Distribution (Probability theory) Mathematical physics Engineering mathematics Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics Appl.Mathematics/Computational Methods of Engineering Mathematik Mathematische Physik Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4057621-8 |
| title | Stochastic Differential Equations An Introduction with Applications |
| title_auth | Stochastic Differential Equations An Introduction with Applications |
| title_exact_search | Stochastic Differential Equations An Introduction with Applications |
| title_full | Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal |
| title_fullStr | Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal |
| title_full_unstemmed | Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal |
| title_short | Stochastic Differential Equations |
| title_sort | stochastic differential equations an introduction with applications |
| title_sub | An Introduction with Applications |
| topic | Mathematics Distribution (Probability theory) Mathematical physics Engineering mathematics Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics Appl.Mathematics/Computational Methods of Engineering Mathematik Mathematische Physik Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Mathematical physics Engineering mathematics Probability Theory and Stochastic Processes Mathematical Methods in Physics Numerical and Computational Physics Appl.Mathematics/Computational Methods of Engineering Mathematik Mathematische Physik Stochastische Differentialgleichung |
| url | https://doi.org/10.1007/978-3-662-02574-1 |
| work_keys_str_mv | AT øksendalbernt stochasticdifferentialequationsanintroductionwithapplications |