From Elementary Probability to Stochastic Differential Equations with MAPLE®
Author | : Sasha Cyganowski |
Publisher | : Springer Science & Business Media |
Total Pages | : 323 |
Release | : 2012-12-06 |
ISBN-13 | : 9783642561443 |
ISBN-10 | : 3642561446 |
Rating | : 4/5 (46 Downloads) |
Download or read book From Elementary Probability to Stochastic Differential Equations with MAPLE® written by Sasha Cyganowski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.