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An Introduction With Applications (Universitext)

Book's cover
The cover of “Stochastic Differential Equations” - Open Library.

"Stochastic Differential Equations" is published by Springer in December 1995, it has 271 pages and the language of the book is English.


“Stochastic Differential Equations” Metadata:

  • Title: ➤  Stochastic Differential Equations
  • Author:
  • Language: English
  • Number of Pages: 271
  • Publisher: Springer
  • Publish Date:
  • Library of Congress Classification: QA274.23 .O47 1995

“Stochastic Differential Equations” Subjects and Themes:

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Snippets and Summary:

If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic mathematical model of the situation.

"Stochastic Differential Equations" Description:

The Open Library:

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier cases (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications.

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