£75.68

Springer Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)

Price data last checked 15 day(s) ago - will refresh soon

View at Amazon

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

About as cheap as it gets. The only time it was cheaper was 2 months ago.

£76 today · all-time low £73 (May 2026) · usually £76

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 76 days · 76 data points (no recent data)

Historical
Generating forecast…
£75.76 £72.47 £73.19 £73.91 £74.62 £75.34 £76.06 25 April 2026 13 May 2026 01 June 2026 20 June 2026 09 July 2026

Price Distribution

Price distribution over 76 days • 2 price levels

Days at Price
Current Price
49 days 27 days · current 0 12 25 37 49 £73 £76 Days at Price

Price Analysis

Most common price: £73 (49 days, 64.5%)

Price range: £73 - £76

Price levels: 2 different prices over 76 days

Description

Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. Modeling with Itô Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
16 November 2010
Listed Since
14 June 2010

Barcode

No barcode data available

Similar Products You Might Like

Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)
99% match

Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)

Springer

£85.86 13 Jul 2026
Cambridge Ito Calculus Vol 2 - Diffusions and Martingales
98% match

Cambridge Ito Calculus Vol 2 - Diffusions and Martingales

Cambridge University Press

£64.48 24 Jul 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£60.97 24 Jun 2026
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance
97% match

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

Wiley

£60.77 01 Jul 2026
Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)
97% match

Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

Princeton University Press

£61.23 04 Jul 2026
Springer Stochastic Calculus - Theory and Exercises Textbook
97% match

Springer Stochastic Calculus - Theory and Exercises Textbook

Springer

£66.67 24 Jul 2026
Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)
97% match

Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

Oxford University Press

£44.43 15 Jul 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
97% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£65.00 08 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
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
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 Analysis: 3 (Monographs in Mathematical Economics, 3)
97% match

Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)

Springer

£76.22 14 Jul 2026
Introduction to Stochastic Integration (Modern Birkhäuser Classics)
97% match

Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Birkhauser

£61.01 05 Jul 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
97% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£92.18 26 Jun 2026
Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-Planck Equation - Fractional Generalizations
97% match

Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-Planck Equation - Fractional Generalizations

World Scientific Publishing Company

£70.93 06 Jul 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
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£115.72 28 Jun 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£84.41 27 Jun 2026
Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)
97% match

Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)

Springer

£43.02 30 Jun 2026
A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)
97% match

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

Springer

£42.79 29 Jun 2026
Stochastic Processes and Models
97% match

Stochastic Processes and Models

Oxford University Press

£60.00 08 Jul 2026
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions: 289 (Springer Proceedings in Mathematics & Statistics, 289)
97% match

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions: 289 (Springer Proceedings in Mathematics & Statistics, 289)

Springer

£83.57 03 Jul 2026
Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)
97% match

Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

Springer

£73.95 23 Jun 2026
Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)
97% match

Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)

Springer

£52.09 04 Jul 2026