An Introduction To Stochastic Differential Equations

by Lawrence C. Evans
language: english
Publisher: American Mathematical Society, January of 2014 ‧
51,44€
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Provides a quick, but very readable introduction to stochastic differential equationsâ€"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.

An Introduction To Stochastic Differential Equations

by Lawrence C. Evans

Property Description
ISBN: 9781470410544
Publisher: American Mathematical Society
Release Date: January of 2014
Language: English
Cover: Hardcover
Pages: 151
Format: Book
Collection: Contemporary Mathematics
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9781470410544