An Introduction to Stochastic Differential Equations
Lawrence C. Evans
ធ្នូ 2012 · American Mathematical Soc.
4.0star
ការវាយតម្លៃ 1report
សៀវភៅអេឡិចត្រូនិច
151
ទំព័រ
reportការវាយតម្លៃ និងមតិវាយតម្លៃមិនត្រូវបានផ្ទៀងផ្ទាត់ទេ ស្វែងយល់បន្ថែម
អំពីសៀវភៅអេឡិចត្រូនិកនេះ
This short book provides a quick, but very readable introduction to
stochastic differential equations, that is, to differential equations
subject to additive "white noise" and related random disturbances. The
exposition is concise and strongly focused upon the interplay between
probabilistic intuition and mathematical rigor. Topics include a quick
survey of measure theoretic probability theory, followed by an
introduction to Brownian motion and the Itô stochastic calculus, and
finally the theory of stochastic differential equations. The text also
includes applications to partial differential equations, optimal
stopping problems and options pricing.
stochastic differential equations, that is, to differential equations
subject to additive "white noise" and related random disturbances. The
exposition is concise and strongly focused upon the interplay between
probabilistic intuition and mathematical rigor. Topics include a quick
survey of measure theoretic probability theory, followed by an
introduction to Brownian motion and the Itô stochastic calculus, and
finally the theory of stochastic differential equations. The text also
includes applications to partial differential equations, optimal
stopping problems and options pricing.
This book can be used as a
text for senior undergraduates or beginning graduate students in
mathematics, applied mathematics, physics, financial mathematics, etc.,
who want to learn the basics of stochastic differential equations. The
reader is assumed to be fairly familiar with measure theoretic
mathematical analysis, but is not assumed to have any particular
knowledge of probability theory (which is rapidly developed in Chapter 2
of the book).
ការដាក់ផ្កាយ និងមតិវាយតម្លៃ
4.0
ការវាយតម្លៃ 1
អំពីអ្នកនិពន្ធ
Lawrence C. Evans, University of California, Berkeley, CA, USA
វាយតម្លៃសៀវភៅអេឡិចត្រូនិកនេះ
ប្រាប់យើងអំពីការយល់ឃើញរបស់អ្នក។
អានព័ត៌មាន
ទូរសព្ទឆ្លាតវៃ និងថេប្លេត
ដំឡើងកម្មវិធី Google Play Books សម្រាប់ Android និង iPad/iPhone ។ វាធ្វើសមកាលកម្មដោយស្វ័យប្រវត្តិជាមួយគណនីរបស់អ្នក និងអនុញ្ញាតឱ្យអ្នកអានពេលមានអ៊ីនធឺណិត ឬគ្មានអ៊ីនធឺណិតនៅគ្រប់ទីកន្លែង។
កុំព្យូទ័រយួរដៃ និងកុំព្យូទ័រ
អ្នកអាចស្ដាប់សៀវភៅជាសំឡេងដែលបានទិញនៅក្នុង Google Play ដោយប្រើកម្មវិធីរុករកតាមអ៊ីនធឺណិតក្នុងកុំព្យូទ័ររបស់អ្នក។
eReaders និងឧបករណ៍ផ្សេងទៀត
ដើម្បីអាននៅលើឧបករណ៍ e-ink ដូចជាឧបករណ៍អានសៀវភៅអេឡិចត្រូនិក Kobo អ្នកនឹងត្រូវទាញយកឯកសារ ហើយផ្ទេរវាទៅឧបករណ៍របស់អ្នក។ សូមអនុវត្តតាមការណែនាំលម្អិតរបស់មជ្ឈមណ្ឌលជំនួយ ដើម្បីផ្ទេរឯកសារទៅឧបករណ៍អានសៀវភៅអេឡិចត្រូនិកដែលស្គាល់។
