Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 1119166063, 9781119166061

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 1119166063, 9781119166061

A comprehensive introduction to the core issues of stochastic differential equations and their effective application In

1,077 187 3MB Read more

Introduction to stochastic differential equations with applications to modelling in biology and finance 9781119166078, 1119166071, 9781119166085, 111916608X, 9781119166092, 1119166098, 9781119166061

13 Girsanov's theorem13.1 Introduction through an example; 13.2 Girsanov's theorem; 14 Options and the Black-S

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Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations 9783110635508, 9783110633139

This book studies the existence and uniqueness of solutions to parabolic-type equations with irregular coefficients and/

199 118 7MB Read more

Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations 9783110635508, 9783110633139

This book studies the existence and uniqueness of solutions to parabolic-type equations with irregular coefficients and/

195 109 1MB Read more

Stochastic Integral And Differential Equations In Mathematical Modelling 1800613571, 9781800613577

The modelling of systems by differential equations usually requires that the parameters involved be completely known. Su

378 62 17MB Read more

Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling [1 ed.] 1119377382, 9781119377382

A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic mode

1,499 220 3MB Read more

Introduction to Partial Differential Equations

208 53 38MB Read more

Stochastic Differential Equations: An Introduction with Applications [6 ed.] 9783540047582, 9783642143946, 2010930618

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text,

2,649 334 3MB Read more

Introduction to Differential Equations with Dynamical Systems 9781400841325

Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduct

191 90 5MB Read more

Stochastic partial differential equations and applications 9780824707927, 0824707923

745 104 28MB Read more