Mendeley出力
＜図書＞
Stochastic differential equations : an introduction with applications
| 責任表示 | Bernt Øksendal |
|---|---|
| シリーズ | Universitext |
| データ種別 | 図書 |
| 版 | 2nd ed |
| 出版情報 | Berlin ; Tokyo : Springer-Verlag , c1989 |
| 本文言語 | 英語 |
| 大きさ | xv, 186 p. ; 25 cm |
| 概要 | This typographically unaesthetic (because typed) but otherwise very attractive text (corrected and somewhat revised from the edition of 1985) derives from a course for undergraduates which the author ...University of Oslo) presented at Edinburgh University in 1982. His objective is to communicate to non-experts a sense of the domain of applications to which the theory of stochastic differential equations most naturally applies, and of the principal components of that theory. In the introductory chapter he poses six illustrative problems, which serve to motivate the theoretical developments (presented sometimes only in outline) which are the subject matter of the succeeding ten chapters. He provides numerous examples but (oddly) no exercises. (NW) Annotation copyrighted by Book News, Inc., Portland, OR続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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理系図3F 数理独自 | OKSE/10/1 | 1989 |
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068222190000676 |
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書誌詳細
| 一般注記 | Bibliography: p. [172]-179 Includes index |
|---|---|
| 著者標目 | *Øksendal, Bernt Karsten, 1945- |
| 件 名 | LCSH:Stochastic differential equations |
| 分 類 | LCC:QA274.23 DC20:519.2 |
| 書誌ID | 1001385515 |
| ISBN | 3540517405 |
| NCID | BA07831126 |
| 巻冊次 | : gw ; ISBN:3540517405 : us ; ISBN:0387517405 |
| 登録日 | 2009.11.02 |
| 更新日 | 2017.02.18 |