Name: Stochastic Differential Equations and Applications
SKU: 806868762
Price: 73.99 DKK
Availability: OutOfStock
Rating: 5 (3 reviews)

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Description

📖 Unlock the future of stochastic mastery—don’t just read, engage!

SELF CONTAINED LEARNING - Designed for both beginners and advanced readers to progress independently.
MASTER STOCHASTIC DYNAMICS - Dive deep into SDE theory with clear, accessible proofs.
BALANCED RIGOR APPLICATION - Perfect blend of mathematical depth and real-world applications.
EFFORTLESS KNOWLEDGE RETRIEVAL - Search the entire book instantly to find key concepts and formulas.
INTERACTIVE READING EXPERIENCE - Highlight, annotate, and personalize your study notes seamlessly.

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.

Specifications

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

Reviews

S**N

Great book!

Great book on stability for SDE!

9.09.2015

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.

11.10.2018

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.

11.05.2026

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