Introduction to stochastic analysis: integrals and differential equations
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
London
Wiley
2013
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Schriftenreihe: | ISTE
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Schlagworte: | |
Online-Zugang: | FRO01 UBG01 Volltext |
Beschreibung: | 14.4. Itô processes 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 |
Beschreibung: | 1 Online-Ressource (278 pages) |
ISBN: | 9781118603338 1118603338 9781118603246 1118603249 |
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Datensatz im Suchindex
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author | Mackevičius, Vigirdas |
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dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2/2 |
dewey-search | 519.2/2 |
dewey-sort | 3519.2 12 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Electronic eBook |
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indexdate | 2024-07-10T07:24:49Z |
institution | BVB |
isbn | 9781118603338 1118603338 9781118603246 1118603249 |
language | English |
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spelling | Mackevičius, Vigirdas Verfasser aut Introduction to stochastic analysis integrals and differential equations Vigirdas Mackevičius London Wiley 2013 1 Online-Ressource (278 pages) txt rdacontent c rdamedia cr rdacarrier ISTE 14.4. Itô processes 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 Stochastic analysis fast Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Electronic books Stochastische Analysis (DE-588)4132272-1 s 1\p DE-604 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118603338 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Mackevičius, Vigirdas Introduction to stochastic analysis integrals and differential equations Stochastic analysis fast Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd |
subject_GND | (DE-588)4132272-1 |
title | Introduction to stochastic analysis integrals and differential equations |
title_auth | Introduction to stochastic analysis integrals and differential equations |
title_exact_search | Introduction to stochastic analysis integrals and differential equations |
title_full | Introduction to stochastic analysis integrals and differential equations Vigirdas Mackevičius |
title_fullStr | Introduction to stochastic analysis integrals and differential equations Vigirdas Mackevičius |
title_full_unstemmed | Introduction to stochastic analysis integrals and differential equations Vigirdas Mackevičius |
title_short | Introduction to stochastic analysis |
title_sort | introduction to stochastic analysis integrals and differential equations |
title_sub | integrals and differential equations |
topic | Stochastic analysis fast Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd |
topic_facet | Stochastic analysis Stochastische Analysis |
url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118603338 |
work_keys_str_mv | AT mackeviciusvigirdas introductiontostochasticanalysisintegralsanddifferentialequations |