Erhältlich:
Nicht auf Lager
Buch (Softcover): Fachbuch
Stochastic Calculus
An Introduction Through Theory and Exercises
Produkt bewerten
Verlag:
Springer Verlag Unsere-Artikel-Nr.: GPWRPDY
EAN: 9783319622255
Erhältlich:
Nicht auf Lager
Zustellung: Mi, 26.08.2026
Versand: Kostenlos
-23.2 %
CHF 123.–
CHF 94.50
Beschreibung
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus. will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.
Spezifikationen
Sprache
- Englisch
Autor
- Paolo Baldi
Kollektion
- Universitext
Zielgruppe
- Upper undergraduate
Erscheinungsjahr
- 2017
Erscheinungsland
- Schweiz
Format
- Buch (Softcover)
Anzahl Seiten
- 644