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Titlebook: Stochastic Differential Equations; An Introduction with Bernt ?ksendal Textbook 19923rd edition Springer-Verlag Berlin Heidelberg 1992 Brow

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書(shū)目名稱(chēng)Stochastic Differential Equations
副標(biāo)題An Introduction with
編輯Bernt ?ksendal
視頻videohttp://file.papertrans.cn/878/877895/877895.mp4
叢書(shū)名稱(chēng)Universitext
圖書(shū)封面Titlebook: Stochastic Differential Equations; An Introduction with Bernt ?ksendal Textbook 19923rd edition Springer-Verlag Berlin Heidelberg 1992 Brow
描述From the reviews to the first edition:Most of the literature about stochastic differentialequations seems to place so much emphasis on rigorandcompleteness that it scares the nonexperts away. These notesare an attempt to approach the subject from the nonexpertpoint of view.: Notknowing anything ... about a subject tostart with, what would I like toknow first of all. Myanswer would be: 1) In what situations does the subjectarise ? 2) What are its essential features? 3) What are theapplications and the connections to other fields?" Theauthor, alucid mind with a fine pedagocical instinct, haswritten a splendid textthat achieves his aims set forwardabove. He starts out by stating sixproblems in theintroduction in which stochastic differential equations playan essential role in the solution. Then, while developingstochastic calculus, he frequently returns to theseproblemsand variants thereof and to many other problems to show howthetheory works and to motivate the next step in thetheoretical development.Needless to say, he restrictshimself to stochastic integration with respectto Brownianmotion. He is not hesitant to give some basic resultswithout proof in order to leave room for "some
出版日期Textbook 19923rd edition
關(guān)鍵詞Brownian motion; Differential Equations; Equations; Optimal Filtering; Stochastic Control; Stochastic cal
版次3
doihttps://doi.org/10.1007/978-3-662-02847-6
isbn_ebook978-3-662-02847-6Series ISSN 0172-5939 Series E-ISSN 2191-6675
issn_series 0172-5939
copyrightSpringer-Verlag Berlin Heidelberg 1992
The information of publication is updating

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Bernt ?ksendalf aging such as cancer,cardiovascular disease,cataracts,and brain dysfunction are increasingly found to have,in good part,an oxidative origin (Ames .,1993). Much evidence is available to support the notion that dietary antioxidants such as vitamins C,E,and the carotenoids play a major role in minimi
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Bernt ?ksendaling atmospheric UV radiation (solar zenith angle, ozone column amount, clouds and aerosols, surface reflections) are fairly well understood in principle, but usually at least some of these are not known for an arbitrary location and time of interest. Reductions in stratospheric ozone have so far cau
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Bernt ?ksendaling atmospheric UV radiation (solar zenith angle, ozone column amount, clouds and aerosols, surface reflections) are fairly well understood in principle, but usually at least some of these are not known for an arbitrary location and time of interest. Reductions in stratospheric ozone have so far cau
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Bernt ?ksendalf aging such as cancer,cardiovascular disease,cataracts,and brain dysfunction are increasingly found to have,in good part,an oxidative origin (Ames .,1993). Much evidence is available to support the notion that dietary antioxidants such as vitamins C,E,and the carotenoids play a major role in minimi
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