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Item Details
| Title:
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STOCHASTIC CALCULUS
A PRACTICAL INTRODUCTION |
| By: |
Richard Durrett |
| Format: |
Hardback |
| List price:
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£155.00 |
| Our price: |
£139.50 |
| Discount: |
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| You save:
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£15.50 |
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| ISBN 10: |
0849380715 |
| ISBN 13: |
9780849380716 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| 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 |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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