libristo introduction to stochastic calculus with applications 3rd edition 4429705

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Introduction To Stochastic Calculus With Applications (2nd Edition) - 2852916434

229,99 zł

Introduction To Stochastic Calculus With Applications (2nd Edition)

Książki Obcojęzyczne>Nieprzypisane

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Sklep: Gigant.pl

Stochastic Differential Equations - 2866532597

346,24 zł

Stochastic Differential Equations Springer-Verlag Berlin and Heidelberg GmbH & Co....

Książki / Literatura obcojęzyczna

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 case (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. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. Apart from several minor corrections and improvements, based on useful comments from readers and experts, the most important change in the corrected 5th printing of the 6th edition is in Theorem 10.1.9, where the proof of part b has been corrected and rewritten. The corrected 5th printing of the 6th edition is forthcoming and expected in September 2010.

Sklep: Libristo.pl

Probability and Random Processes - 2862822697

250,19 zł

Probability and Random Processes OUP Oxford

Książki / Literatura obcojęzyczna

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US BL To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.BE BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine. BE BL To impart to the beginner some flavour of advanced work.BE UE OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with It

Sklep: Libristo.pl

Probability and Random Processes - 2865375139

468,73 zł

Probability and Random Processes Oxford University Press

Książki / Literatura obcojęzyczna

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US BL To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.BE BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine.BE BL To impart to the beginner some flavour of advanced work.BE UE OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with It

Sklep: Libristo.pl

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t1=0.019, t2=0, t3=0, t4=0, t=0.02

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