3540047581
Stochastic Differential Equations: An Introduction with Applications (Repost) eBooks & eLearning
Posted by step778 at Nov. 30, 2018
Bernt Øksendal, "Stochastic Differential Equations: An Introduction with Applications"
2003 | pages: 385 | ISBN: 3540047581 | DJVU | 2,7 mb
2003 | pages: 385 | ISBN: 3540047581 | DJVU | 2,7 mb
Stochastic Differential Equations: An Introduction with Applications eBooks & eLearning
Posted by AvaxGenius at Feb. 8, 2020
Stochastic Differential Equations: An Introduction with Applications by Bernt Øksendal
English | PDF | 2003 | 403 Pages | ISBN : 3540047581 | 2.56 MB
From the reviews of the fifth edition:
"This is a highly readable and refreshingly rigorous introduction to stochastic calculus. … This is not a watered-down treatment. It is a serious introduction that starts with fundamental measure-theoretic concepts and ends, coincidentally, with the Black-Scholes formula as one of several examples of applications. This is the best single resource for learning the stochastic calculus … ." (riskbook.com, 2002)