INFORMAL INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS, AN

随机过程及应用简介

数学分析

原   价:
471.00
售   价:
353.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2015年06月18日
装      帧
平装
ISBN
9789814689915
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页      码
332
语      种
英文
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图书简介
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus. Key Features: ○ The book contains numerous problems with full solutions and plenty of worked out examples and figures, which facilitate material understanding ○ The material was tested on students at several universities around the world (Taiwan, Kuwait, USA); this led to a presentation form that balances both technicality and understanding ○ The presentation mimics as close as possible the same chapters as in deterministic calculus; former calculus students will find this chronology of ideas familiar to Calculus
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Harvard Library
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