Cover of Bernt Oksendal: Stochastic Differential Equations

Bernt Oksendal Stochastic Differential Equations

An Introduction with Applications

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New

English

Expected delivery time 14-30 days

Book information

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

2003

6th ed. 2003, corr. 6th printing 2014

Paperback

406

Heavy

270750

978-3-540-04758-2

3-540-04758-1

stochastics

Annotation

Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.

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