An Introduction to Stochastic Differential Equations 豆 8.8分

资源最后更新于 2020-09-26 17:38:28

作者：Lawrence C. Evans

出版社：Amer Mathematical Society

出版日期：2014-01

ISBN：9781470410544

文件格式： pdf

标签： 数学 概率论 StochasticCalculus 随机分析 Mathematics 概统 偏微分方程 e-book

简介· · · · · ·

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic.

—Srinivasa Varadhan, New York University

This is a handy and very useful text f...