Stochastic Calculus Book Reviews
Stochastic Calculus by Richard Durrett Book Summary
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.
The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.
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| Book Name | Stochastic Calculus |
| Genre | Mathematics |
| Author | Richard Durrett |
| Published | 29 March 2018, Thursday |
| Language | English |
| E-Book Size | 12.6 MB |
Stochastic Calculus (Richard Durrett) Book Reviews 2024
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| Download Link | Book Format |
| stochastic-calculus-ebook.pdf | |
| stochastic-calculus-ebook.epub | EPUB |
| stochastic-calculus-ebook.kindle | KINDLE |
Stochastic Calculus E-book (PDF, PUB, KINDLE) Download
Stochastic Calculus ebook stochastic-calculus (12.6 MB) download new links will be update!
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Summary of Stochastic Calculus by Richard Durrett
The Stochastic Calculus book written by Richard Durrett was published on 29 March 2018, Thursday in the Mathematics category. A total of 44 readers of the book gave the book 0 points out of 5.
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