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Stochastic Calculus a Practical Introduction

by Richard Durrett

  • ISBN: 9780849380716
  • ISBN10: 0849380715

Stochastic Calculus a Practical Introduction

by Richard Durrett

  • Binding: Hardcover
  • Edition: 0002
  • Publisher: CRC Pr I Llc
  • Publish date: 06/01/1996
  • ISBN: 9780849380716
  • ISBN10: 0849380715
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Description: This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. 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. This time-saving book concludes by treating semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.
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Product notice Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
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Seller: ErgodeBooks
Location: Houston, TX
Condition: Good
Sewn binding. Cloth over boards. 352 p. Probability and Stochastics.
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$137.81
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Sewn binding. Cloth over boards. 352 p. Probability and Stochastics.
Seller: Bonita
Location: Santa Clarita, CA
Condition: Good
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Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Seller: GridFreed
Location: San Diego, CA
Condition: New
Size: 98x12x147; New. In shrink wrap. Looks like an interesting title!
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$185.30
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Size: 98x12x147; New. In shrink wrap. Looks like an interesting title!
Seller: Bonita
Location: Santa Clarita, CA
Condition: New
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Seller: Just one more Chapter
Location: Miramar, FL
Condition: New
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Seller: Alibris
Location: Sparks, NV
Condition: New
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Print on demand Sewn binding. Cloth over boards. 352 p. Probability and Stochastics.
Price:
$237.78
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Print on demand Sewn binding. Cloth over boards. 352 p. Probability and Stochastics.
Seller: Orange World
Location: mundelein, IL
Condition: New
Size: 6x0x9; New. There is a slight shelf or time wear. Otherwise new.
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Size: 6x0x9; New. There is a slight shelf or time wear. Otherwise new.
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