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The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.
The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.
This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.
This edition has also improved presentation from the first edition in several chapters, including new material.
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.
The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.
This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.
This edition has also improved presentation from the first edition in several chapters, including new material.
| Erscheinungsjahr: | 2021 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Seiten: | 510 |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9789811247569 |
| ISBN-10: | 9811247560 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Ovidiu Calin |
| Hersteller: | WSPC |
| Maße: | 244 x 170 x 28 mm |
| Von/Mit: | Ovidiu Calin |
| Erscheinungsdatum: | 15.11.2021 |
| Gewicht: | 0,871 kg |
| Erscheinungsjahr: | 2021 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Seiten: | 510 |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9789811247569 |
| ISBN-10: | 9811247560 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Ovidiu Calin |
| Hersteller: | WSPC |
| Maße: | 244 x 170 x 28 mm |
| Von/Mit: | Ovidiu Calin |
| Erscheinungsdatum: | 15.11.2021 |
| Gewicht: | 0,871 kg |
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