 |
|
|
Item Details
| Title:
|
STOCHASTIC CALCULUS
A PRACTICAL INTRODUCTION |
| By: |
Richard Durrett |
| Format: |
Hardback |
| List price:
|
£160.00 |
| Our price: |
£144.00 |
| Discount: |
|
| You save:
|
£16.00 |
|
|
|
|
|
| ISBN 10: |
0849380715 |
| ISBN 13: |
9780849380716 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
|
| Stock: |
Currently 0 available |
| Publisher: |
TAYLOR & FRANCIS INC |
| Pub. date: |
1 June, 1996 |
| Series: |
Probability and Stochastics 6 |
| Pages: |
341 |
| Description: |
Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. |
| Synopsis: |
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need. |
| Illustrations: |
black & white illustrations |
| Publication: |
US |
| Imprint: |
CRC Press Inc |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
|
|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
|
|
|
|