Thalia.de

Stochastic Differential Equations

An Introduction with Applications

This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed in the end of each chapter, in order to facilitate the use of this edition together with previous ones. Several errors have been corrected and formulations have been improved. This has been made possible by the valuable comments from (in alphabetical order) Jon Bohlin, Mark Davis, Helge Holden, Patrick Jaillet, Chen Jing, Natalia Koroleva,MarioLefebvre,Alexander Matasov,Thilo Meyer-Brandis, Keigo Osawa, Bjørn Thunestvedt, Jan Ubøe and Yngve Williassen. I thank them all for helping to improve the book. My thanks also go to Dina Haraldsson, who once again has performed the typing and drawn the ?gures with great skill. Blindern, September 2002 Bernt Øksendal xv Preface to Corrected Printing, Fifth Edition The main corrections and improvements in this corrected printing are from Chapter 12. I have bene?tted from useful comments from a number of p- ple, including (in alphabetical order) Fredrik Dahl, Simone Deparis, Ulrich Haussmann, Yaozhong Hu, Marianne Huebner, Carl Peter Kirkebø, Ni- lay Kolev, Takashi Kumagai, Shlomo Levental, Geir Magnussen, Anders Øksendal, Jur gen Pottho?, Colin Rowat, Stig Sandnes, Lones Smith, S- suo Taniguchi and Bjørn Thunestvedt. I want to thank them all for helping me making the book better. I also want to thank Dina Haraldsson for pro?cient typing.
Rezension
From the reviews of the fifth edition:
"This is a highly readable and refreshingly rigorous introduction to stochastic calculus. ... This is not a watered-down treatment. It is a serious introduction that starts with fundamental measure-theoretic concepts and ends, coincidentally, with the Black-Scholes formula as one of several examples of applications. This is the best single resource for learning the stochastic calculus ... ." (riskbook.com, 2002)
From the reviews of the sixth edition:
"The book ... has evolved from a 200-page typewritten booklet to a modern classic. Part of its charm and success is the fact that the author does not bother too much with the (for the novice) cumbersome rigorous theory ... . This does not mean that the book is not rigorous, it is just the timing and dosage of mathematical rigour ... that is palatable for undergraduates ... . a highly readable account, suitable for self-study and for use in the classroom." (René L. Schilling, The Mathematical Gazette, March, 2005)
"This is the sixth edition of the classical and excellent book on stochastic differential equations. The main difference with the next to last edition is the addition of detailed solutions of selected exercises ... . This is certainly an excellent idea in view to test its ability of applications of the concepts ... . certainly one of the best books on the subject, it will be very helpful to any graduate students and also very valuable for any analysts of financial market." (Stéphane Métens, Physicalia, Vol. 26 (1), 2004)
"This is now the sixth edition of the excellent book on stochastic differential equations and related topics. ... the presentation is successfully balanced between being easily accessible for a broad audience and being mathematically rigorous. The book is a first choice for courses at graduate level in applied stochastic differential equations. The inclusion of detailed solutions to many of the exercises in this edition also makes it very useful for self-study." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1025, 2003)
… weiterlesen
In den Warenkorb
Filialabholung

Versandkostenfrei

Bezahlung bei Abholung

Beschreibung

Produktdetails


Einband Taschenbuch
Seitenzahl 379
Erscheinungsdatum 04.02.2014
Sprache Englisch
ISBN 978-3-540-04758-2
Reihe Hochschultext / Universitext
Verlag Springer
Maße (L/B/H) 236/158/25 mm
Gewicht 606
Abbildungen 16 schwarzweisse Abbildungen,
Auflage 6th edition 2003, corrected 5th printing 2010.
Buch (Taschenbuch, Englisch)
32,99
inkl. gesetzl. MwSt.
Sofort lieferbar
Versandkostenfrei
In den Warenkorb
Filialabholung

Versandkostenfrei

Bezahlung bei Abholung

Andere Kunden interessierten sich auch für

  • 29195275
    Stochastic Differential Equations and Processes
    Buch (gebundene Ausgabe)
    99,99
  • 43564382
    Milk and Honey
    von Rupi Kaur
    (1)
    Buch (Taschenbuch)
    12,99 bisher 14,99
  • 45243079
    Fantastic Beasts and Where to Find Them. The Original Screenplay
    von Joanne K. Rowling
    (9)
    Buch (gebundene Ausgabe)
    14,95 bisher 21,99
  • 46008893
    4 3 2 1 (4321)
    von Paul Auster
    (1)
    Buch (gebundene Ausgabe)
    13,99
  • 41817426
    Everything, Everything
    von Nicola Yoon
    Buch (Taschenbuch)
    6,29 bisher 8,99
  • 45704735
    Red Queen 3. King's Cage
    von Victoria Aveyard
    Buch (Taschenbuch)
    8,99
  • 45402946
    4 3 2 1 (4321)
    von Paul Auster
    Buch (gebundene Ausgabe)
    13,99
  • 43315739
    A Little Life
    von Hanya Yanagihara
    Buch (Taschenbuch)
    8,99
  • 38930428
    We Were Liars
    von E. Lockhart
    (10)
    Buch (Taschenbuch)
    7,99 bisher 10,49
  • 15399647
    Nineteen Eighty-Four (1984)
    von George Orwell
    Buch (Taschenbuch)
    6,99
  • 39151356
    Harry Potter: The Complete Collection
    von Joanne K. Rowling
    (7)
    Buch (Taschenbuch)
    52,95 bisher 83,45
  • 1719784
    The Giver
    von Lois Lowry
    (1)
    Schulbuch (Taschenbuch)
    9,99
  • 34910866
    The Life List
    von Lori Nelson Spielman
    (5)
    Buch (Taschenbuch)
    6,99 bisher 9,70
  • 44725232
    Harry Potter and the Cursed Child - Parts I & II (Special Rehearsal Edition)
    von John Tiffany
    (56)
    Buch (gebundene Ausgabe)
    19,99
  • 18575383
    Business Grammar Builder
    von Paul Emmerson
    (1)
    Schulbuch (Set mit diversen Artikeln)
    27,99
  • 32895326
    The Perks of Being a Wallflower
    von Stephen Chbosky
    (25)
    Buch (Taschenbuch)
    6,99
  • 14751780
    The Curious Incident of the Dog in the Night-Time
    von Mark Haddon
    (11)
    Schulbuch (Taschenbuch)
    10,25
  • 17345365
    Looking for Alaska
    von John Green
    (22)
    Schulbuch (Taschenbuch)
    10,25
  • 32901389
    The Hunger Games
    von Suzanne Collins
    (1)
    Schulbuch (Taschenbuch)
    8,99
  • 39151343
    Harry Potter 1 and the Philosopher's Stone
    von Joanne K. Rowling
    (14)
    Buch (Taschenbuch)
    6,99

Kundenbewertungen


Es wurden noch keine Bewertungen geschrieben.

Wird oft zusammen gekauft

Stochastic Differential Equations

Stochastic Differential Equations

von Bernt Öksendal

Buch (Taschenbuch, Englisch)
32,99
+
=
Aufgaben und Lehrsätze aus der Analysis

Aufgaben und Lehrsätze aus der Analysis

von Gabor Szegö

Buch (Taschenbuch)
11,95
+
=

für

44,94

inkl. gesetzl. MwSt.

Alle kaufen