Stochastic Differential And Difference Equations
Download and Read Stochastic Differential And Difference Equations full books in PDF, ePUB, and Kindle. Read online free Stochastic Differential And Difference Equations ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Stochastic Differential Equations
Author | : Bernt Oksendal |
Publisher | : Springer Science & Business Media |
Total Pages | : 218 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 3662130505 |
Download Stochastic Differential Equations Book in PDF, Epub and Kindle
These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the proof of the most general case, but rather in an easier proof of a special case, which may give just as much of the basic idea in the argument. And I would be willing to believe some basic results without proof (at first stage, anyway) in order to have time for some more basic applications.
Stochastic Differential Equations Related Books
Pages: 218
Pages: 358
Pages: 327
Pages: 572
Pages: 445