Stochastic Differential Equations An Introduction with Applications

ISBN-10: 3540047581
ISBN-13: 9783540047582
Edition: 6th 2003 (Revised)
List price: $49.95 Buy it from $21.68
This item qualifies for FREE shipping

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

30 day, 100% satisfaction guarantee

If an item you ordered from TextbookRush does not meet your expectations due to an error on our part, simply fill out a return request and then return it by mail within 30 days of ordering it for a full refund of item cost.

Learn more about our returns policy

New Starting from $53.11
what's this?
Rush Rewards U
Members Receive:
coins
coins
You have reached 400 XP and carrot coins. That is the daily max!
You could win $10,000

Get an entry for every item you buy, rent, or sell.

Study Briefs

Limited time offer: Get the first one free! (?)

All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.

Add to cart
Study Briefs
History of Western Art Online content $4.95 $1.99
Add to cart
Study Briefs
History of World Philosophies Online content $4.95 $1.99
Add to cart
Study Briefs
American History Volume 1 Online content $4.95 $1.99
Add to cart
Study Briefs
History of Western Music Online content $4.95 $1.99

Customers also bought

Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading
Loading

Book details

List price: $49.95
Edition: 6th
Copyright year: 2003
Publisher: Springer
Publication date: 2/4/2014
Binding: Paperback
Pages: 379
Size: 5.75" wide x 9.50" long x 0.75" tall
Weight: 1.540
Language: English

Introduction
Some Mathematical Preliminaries
Ito Integrals
The Ito Formula and the Martingale Representation Theorem
Stochastic Differential Equations
The Filtering Problem
Diffusions: Basic Properties
Other Topics in Diffusion Theory
Applications to Boundary Value Problems
Application to Optimal Stopping
Application to Stochastic Control
Application to Mathematical Finance
Normal Random Variables
Conditional Expectation
Uniform Integrability and Martingale Convergence
An Approximation Result
Solutions and Additional Hints to Some of the Exercises
References
List of Frequently Used Notation and Symbols
Index

×
Free shipping on orders over $35*

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

Learn more about the TextbookRush Marketplace.

×