ENGLISH

From Elementary Probability to Stochastic Differential Equations with MAPLE

By Peter Kloeden , Sasha Cyganowski , Jerzy Ombach

Book information

Publisher
Springer
Year
2001
ISBN
3540426663, 9783540426660
Language
english
Format
PDF
Filesize
21 MB (21682051 bytes)
Series
Universitext
Edition
1
Pages
324\324
Orientation
yes
Scanned
yes
Time added
2012-02-04 16:00:00

Description

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.

Similar books