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Introduction to Stochastic Differential Equations, Paperback by Evans, Lawren...
- Item No : 197287941855
- Condition : Brand New
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- Seller : superbookdeals1
- Current Bid : US $55.19
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* Item Description
- Introduction to Stochastic Differential Equations, Paperback by Evans, Lawrence C., ISBN 1470410540, ISBN-13 9781470410544, Brand New, Free P&P in the UK Evans has revised lecture notes for a course on stochastic differential equations that he has taught at various universities. Omitting some precise detail, he surveys the basics of the Itô stochastic calculus and the foundations of stochastic differential equations, with particular emphasis on applications to partial differential equations. He assumes readers to be fairly adept with measure-theoretic mathematical analysis, but does not assume any particular knowledge of probability theory, which he develops briefly. Annotation ©2014 Book News, Inc., Portland, OR ()
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