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
Open Library ID
OL18134052M
Language
english
Format
DJVU
Filesize
12 MB (12263194 bytes)
Edition
1
Pages
324\324
Orientation
no
Scanned
yes
Time added
2014-10-05 02:30:00

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.

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