| 書目名稱 | From Elementary Probability to Stochastic Differential Equations with MAPLE? | | 編輯 | Sasha Cyganowski,Peter Kloeden,Jerzy Ombach | | 視頻video | http://file.papertrans.cn/349/348663/348663.mp4 | | 概述 | An elementary introduction to stochastic calculus with the additional benefit of using the symbolic computation programme MAPLE.Includes supplementary material: | | 叢書名稱 | Universitext | | 圖書封面 |  | | 描述 | Measure and integration wereonceconsidered,especially by many ofthe more practically inclined, to be an esoteric area ofabstract mathematics best left to pure mathematicians. However,it has become increasingly obvious in recent years that this area is now an indispensable, even unavoidable, language and provides a fundamental methodology for modern probability theory, stochas- tic analysis and their applications, especially in financial mathematics. Our aim in writing this book is to provide a smooth and fast introduction to the language and basic results ofmodern probability theory and stochastic differential equations with help ofthe computer manipulator software package MAPLE. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, to provide an overviewand intuitive background for more advanced studies as wellas somepractical skillsin the use of MAPLE software in the context of probability and its applications. This book is not a conventional mathematics book. Like such books it provides precise definitions and mathematical statements, particularly those based on measure and integration theory, but instead ofmathematical proofs it uses n | | 出版日期 | Textbook 2002 | | 關(guān)鍵詞 | Estimator; Maple; Measure; Probability distribution; Random variable; Stochastic Differential Equations; S | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-56144-3 | | isbn_softcover | 978-3-540-42666-0 | | isbn_ebook | 978-3-642-56144-3Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer-Verlag Berlin Heidelberg 2002 |
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