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<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
6th ed., corr. 4th printing
出版者 Berlin : Springer
出版年 2007
本文言語 英語
大きさ xxix, 369 p. : ill. ; 24 cm
概要 This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its im...ortance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. 続きを見る
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所蔵情報


中央図 自動書庫 017212009007133 417.1/O 53/20090713 2007

理系図1F 開架 003212007000925 417.1/O 53 2007

理系図1F 開架 010212010001021 417.1/O 53 2007

数理 数理科学 033212015500314 OKSE/10/1dA 2007

書誌詳細

一般注記 "Basically all the corrections in this printing are due to Ralf Forster..." -- Pref. to the Fourth Corrected Printing of the Sixth Ed.
Includes bibliographical references and index
著者標目 Øksendal, Bernt Karsten, 1945-
件 名 LCSH:Stochastic differential equations
分 類 LCC:QA274.23
DC21:519.2
NDC9:417.1
書誌ID 1001342972
ISBN 3540047581
NCID BA82284694
巻冊次 ISBN:3540047581 ; XISBN:9783540047582
登録日 2009.09.18
更新日 2017.02.18

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