Oksendal, Bernt
Stochastic Differential Equations: An Introduction with Applications (Universitext)
- ISBN 13:
- 9783540047582
- author:
- Oksendal, Bernt
- format:
- Paperback
- publisher:
- Springer
- language:
- English
- Publication Year:
- 2014
- Pages:
- 374
- Dimensions:
- 23.1 x 15.5 x 2.3 cm
- Genre:
- Computer Science Textbook
- Condition:
- New
- Availability:
- Item usually sent within 4 working days
Description
Stochastic Differential Equations: An Introduction with Applications by Bernt Øksendal is a comprehensive textbook that provides an in-depth introduction to stochastic differential equations and their applications. This sixth edition features detailed solutions to selected exercises, making it more suitable for self-study, while new exercises without solutions have been added at the end of each chapter. The book has undergone several corrections and improvements, thanks to valuable comments from numerous experts in the field. The author is grateful for the contributions of these individuals, as well as Dina Haraldsson's skilled typing and figure drawing. This corrected printing includes corrections and improvements primarily from Chapter 12, with input from a range of people. With its detailed explanations and applications, Stochastic Differential Equations: An Introduction with Applications is an ideal resource for those seeking to understand stochastic processes and mathematical analysis.
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