Description
Please Note Not All Our New Items Are Shrink Wrapped.All items shipped within 3 working days of payment.This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition, the author has added further exercises and, for the first time, solutions to many of the exercises are provided. Apart from several minor corrections and improvements, based on useful comments from readers and experts, the most important change in the corrected 5th printing of the 6th edition is in Theorem 10.1.9, where the proof of part b has been corrected and rewritten. The corrected 5th printing of the 6th edition is forthcoming and expected in September 2010.
Track Listing
Stochastic Differential Equations: An Introduction with Applications (Universitext)
Details
- Product Type: BOOK
- Barcode: 9783540047582
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Delivery Information: We aim to deliver your order as quickly and efficiently as possible. All UK orders are dispatched using Royal Mail 48 Tracked service and the standard delivery times are 2-3 business days. Please note that delivery times for overseas orders will vary depending on your location and the shipping option you choose during checkout.
Shipping Costs: We offer free delivery on all UK orders and free worldwide delivery on orders over £15.
Tracking Your Order: All UK orders are tracked. Once your order is dispatched, you will receive a tracking number via email. You can use this tracking number to monitor the progress of your delivery on the Royal Mail Track and Trace website.
Returns and Exchanges: We want you to be completely satisfied with your purchase. If for any reason you are not happy with your order, you may return it within 28 days of the item being dispatched for a refund or exchange. Please note the following guidelines:
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