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 ...
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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
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Add this copy of Stochastic Differential Equations: an Introduction With to cart. $18.41, very good condition, Sold by Solr Books rated 5.0 out of 5 stars, ships from Skokie, IL, UNITED STATES, published 1992 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
1992, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Stochastic Differential Equations: an Introduction With to cart. $18.93, good condition, Sold by ThriftBooks-Dallas rated 4.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1992 by Springer.
Add this copy of Stochastic Differential Equations: an Introduction With to cart. $19.84, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1992 by Springer-Verlag Berlin and Heide.
Edition:
1992, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
1992
Language:
English
Alibris ID:
17875338616
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Edition:
1992, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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Edition:
1989, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
