Stochastic Differential Equations and Applications
Product ID: 806868762
📚Comprehensive SDE theory
🔍Full-text search functionality
🖊️Highlight & note-taking enabled
📖 Unlock the future of stochastic mastery—don’t just read, engage!
This eBook by Xueron Mao offers a self-contained, rigorously balanced introduction to stochastic differential equations, combining clear proofs with practical applications. Enhanced with highlight, note-taking, and search features, it transforms passive reading into an active learning journey for professionals and academics alike.
| ASIN | B00OFROPTG |
| Accessibility | Learn more |
| Best Sellers Rank | #4,483,719 in Kindle Store ( See Top 100 in Kindle Store ) #265 in Stochastic Modeling #344 in Differential Equations (Kindle Store) #1,004 in Differential Equations (Books) |
| Customer Reviews | 4.1 4.1 out of 5 stars (5) |
| Edition | 2nd |
| Enhanced typesetting | Enabled |
| File size | 50.3 MB |
| ISBN-13 | 978-0857099402 |
| Language | English |
| Page Flip | Enabled |
| Print length | 1243 pages |
| Publication date | December 30, 2007 |
| Publisher | Woodhead Publishing |
| Screen Reader | Supported |
| Word Wise | Not Enabled |
| X-Ray | Not Enabled |
S**N
Great book!
Great book on stability for SDE!
S**O
Excelente Libro
Xueron Mao Logó con esta monografía capturar la escencia de la teoría de SDEs con demostraciones claras y accesible a una amplia audiencia. Es autocontenido y balancea muy bien las aplicaciones y el rigor matemático.
P**T
Great book on SDEs
I am just a hobby mathematician, please keep this in mind when you read my comments. The book covers exactly what the title says. By limiting the integrator to Brownian motion and the integrand to continuous functions, the exposition is very clear. Also covered are delay stochastic DEs. I think some knowledge of stochastic processes is helpful, I do not think, a lot of measure theory is needed. The proofs are generally detailed enough that no paper and pencil is needed - except maybe towards the end of the book where pretty messy inequalities occur. Definitely are very good book (maybe the best) on SDEs.
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