£66.77

Springer Stochastic Calculus - Theory and Exercises Textbook

48369927

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£66.77 £60.06 £61.52 £62.99 £64.45 £65.92 £67.38 22 April 2026 14 May 2026 06 June 2026 28 June 2026 21 July 2026

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Description

Master the complexities of stochastic calculus with this comprehensive textbook from Springer. Part of the Universitext series, this book offers a deep dive into the theory and practical applications of stochastic processes. It is designed to guide learners from the basic elements of probability through to advanced mathematical topics. This text stands out by providing more than two hundred exercises accompanied by complete solutions. This allows students and researchers to test their understanding and reinforce the concepts learned in each chapter. You will explore essential subjects including Brownian motion, martingales, and Markov processes. The core sections focus on stochastic differential equations and their relationship to partial differential equations. Additionally, the book covers numerical methods, simulation, and various applications of stochastic processes. Whether you are studying applied mathematics or seeking to deepen your knowledge of mathematical theory, this book provides the tools and practice necessary for success.

Key Features

Includes over two hundred exercises with complete solutions to help you practice and master the material.

Covers essential probability basics before moving into advanced topics like Brownian motion and martingales.

Explores the connection between stochastic differential equations and partial differential equations.

Provides detailed instruction on numerical methods and simulation techniques for stochastic processes.

Offers a thorough introduction to Markov processes and their mathematical foundations.

Part of the respected Springer Universitext series for academic and professional study.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
23 November 2017
Listed Since
31 May 2017

Barcode

No barcode data available

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