Stock image for illustration purposes only - book cover, edition or condition may vary.
Introduction to Stochastic Analysis
Vigirdas Mackevicius
€ 169.05
FREE Delivery in Ireland
Description for Introduction to Stochastic Analysis
Offering an introduction to stochastic integration and stochastic differential equations, this book is written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. Num Pages: 276 pages, Illustrations. BIC Classification: PBWL. Category: (G) General (US: Trade). Dimension: 232 x 161 x 20. Weight in Grams: 552.
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. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes.
The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô ... Read more
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. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes.
The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô ... Read more
Product Details
Publication date
2011
Publisher
ISTE Ltd and John Wiley & Sons Inc United Kingdom
Number of pages
276
Condition
New
Number of Pages
288
Format
Hardback
Place of Publication
London, United Kingdom
ISBN
9781848213111
SKU
V9781848213111
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Vigirdas Mackevicius
Vigirdas Mackevièius is a professor of Faculty of Mathematics and Informatics at Vilnius University in Lithuania.
Reviews for Introduction to Stochastic Analysis
“Thus, the book is a welcome addition in the effort to make stochastic integration and SDE as accessible as possible to the greater public interested in or in need of using them.” (Mathematical Reviews, 1 February 2013) “If I have a chance to teach (again) a course in stochastic financial modelling, I will definitely choose this to be ... Read more