Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive white noise and related random disturbances.
The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical rigour.
Publisher: American Mathematical Society Author(s): Lawrence C.
Evans Number of pages: 151 Publication date: 2013 Dimensions: 254 x 178 x 9 Cover type: Hardback.
Publisher | American |
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Author(s) | Lawrence |
Number of pages | 151 |
Publication date | 2013 |
Dimensions | 254 x 178 x 9 |
Cover type | Hardback |