£45.76

Springer Stochastic Differential Equations: An Introduction with Applications (Universitext)

Price data last checked 38 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£46 today · cheaper than every other day in the last 2 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 16 days · 16 data points (no recent data)

Historical
Generating forecast…
£47.27 £45.61 £45.97 £46.33 £46.70 £47.06 £47.42 01 June 2026 04 June 2026 08 June 2026 12 June 2026 16 June 2026

Price Distribution

Price distribution over 16 days • 2 price levels

Days at Price
Current Price
7 days · current 9 days 0 2 5 7 9 £46 £47 Days at Price

Price Analysis

Most common price: £47 (9 days, 56.3%)

Price range: £46 - £47

Price levels: 2 different prices over 16 days

Description

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 importance 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 in order to quickly progress to the parts of the theory that are 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.

Key Features

New Store Stock

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
15 July 2003
Listed Since
12 January 2007

Barcode

No barcode data available

Similar Products You Might Like

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance
98% match

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Wiley

£60.77 01 Jul 2026
Stochastic Differential Equations and Applications
97% match

Stochastic Differential Equations and Applications

Woodhead Publishing

£62.99 17 Jun 2026
Springer Stochastic Calculus - Theory and Exercises Textbook
97% match

Springer Stochastic Calculus - Theory and Exercises Textbook

Springer

£66.67 24 Jul 2026
Stochastic Equations for Complex Systems: Theoretical and Computational Topics (Mathematical Engineering)
97% match

Stochastic Equations for Complex Systems: Theoretical and Computational Topics (Mathematical Engineering)

Springer

£41.21 18 Jul 2026
Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
97% match

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering

Springer

£160.87 29 Jun 2026
Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
97% match

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering

Springer

£199.99 10 Jul 2026
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86)
97% match

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86)

Springer

£73.46 04 Jul 2026
Stochastic World (Mathematical Engineering)
97% match

Stochastic World (Mathematical Engineering)

Springer

£71.43 12 Jun 2026
Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach (Probability and Its Applications)
97% match

Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach (Probability and Its Applications)

Springer

£65.75 04 Jul 2026
Elements of Stochastic Dynamics
97% match

Elements of Stochastic Dynamics

World Scientific Publishing Company

£69.17 06 Jul 2026
Elements of Stochastic Calculus and Analysis (CRM Short Courses)
97% match

Elements of Stochastic Calculus and Analysis (CRM Short Courses)

Springer

£41.27 17 Jul 2026
Stochastic Differential Equations With Markovian Switching
97% match

Stochastic Differential Equations With Markovian Switching

Imperial College Press

£104.50 17 Jul 2026
Stochastic Differential Equations With Markovian Switching
97% match

Stochastic Differential Equations With Markovian Switching

£87.00 04 Jun 2026
Elements of Stochastic Calculus and Analysis (CRM Short Courses)
97% match

Elements of Stochastic Calculus and Analysis (CRM Short Courses)

Springer

£40.98 30 Jun 2026
Imperial College Press - Stochastic Calculus With Applications
97% match

Imperial College Press - Stochastic Calculus With Applications

Imperial College Press

£40.38 24 Jul 2026
Stochastic Models In The Life Sciences And Their Methods Of Analysis
97% match

Stochastic Models In The Life Sciences And Their Methods Of Analysis

Scientific Publishing

£77.11 23 Jul 2026
Stochastic Systems: Theory and Applications
97% match

Stochastic Systems: Theory and Applications

World Scientific Publishing Company

£103.00 25 Jun 2026
Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)
97% match

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Springer

£61.26 28 Jun 2026
Applied Stochastic Differential Equations: 10 (Institute of Mathematical Statistics Textbooks, Series Number 10)
97% match

Applied Stochastic Differential Equations: 10 (Institute of Mathematical Statistics Textbooks, Series Number 10)

Cambridge University Press

£92.49 11 Jul 2026
Stochastic Processes and Their Applications (Stochastics Monographs)
97% match

Stochastic Processes and Their Applications (Stochastics Monographs)

CRC Press

£108.32 07 Jul 2026
An Introduction to Stochastic Processes with Applications to Biology
97% match

An Introduction to Stochastic Processes with Applications to Biology

CRC Press

£68.99 14 Jul 2026
Stochastic Processes (Probability and Its Applications (duplicate))
97% match

Stochastic Processes (Probability and Its Applications (duplicate))

Birkhauser

£129.35 15 Jul 2026
Stochastic Processes and Models
97% match

Stochastic Processes and Models

Oxford University Press

£60.00 08 Jul 2026
Stochastic Processes: 24 (Classics in Applied Mathematics, Series Number 24)
97% match

Stochastic Processes: 24 (Classics in Applied Mathematics, Series Number 24)

Society for Industrial and Applied Mathematics (SIAM)

£57.86 04 Jul 2026