The Healthclub Ghost
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This book provides an introduction to stochastic analysis in an easy-to-understand format implied for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. It includes information on Brownian motion, motivation of stochastic models with Brownian motion, It? and Stratonovich stochastic integrals, It?'s formula, stochastic differential equations (SDEs), solutions of SDEs as Markov processes, application examples in physical sciences and finance, and simulations of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are included as well.
Format:Hardcover
Language:English
ISBN:0671640313
ISBN13:9780671640316
Release Date:January 1987
Publisher:Little Simon
Length:4 Pages
Weight:0.35 lbs.
Age Range:4 to 8 years
Grade Range:Preschool to Grade 3
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