Stochastic Differential Equations

Stochastic Differential Equations

Oksendal - 2003

Overview

This book provides an introduction to the fundamental concepts of stochastic calculus. It explores the applications of this theory across various disciplines. The text uses examples to demonstrate and motivate the theoretical concepts. These examples highlight the significance of stochastic calculus in fields such as economics, biology, and physics.

Who it's for

• Students and researchers in mathematics, physics, and economics.
• Individuals interested in the applications of stochastic processes.
• Readers seeking a foundational understanding of stochastic calculus.

Key features

• Language: English
• Pages: 398
• Binding: Paperback
• Publisher: Springer
• Year: 2003
• ISBN: 9783540047582