確率解析とその応用入門（第２版） Informal Introduction to Stochastic Calculus with Applications, an （Second）

確率解析とその応用入門（第２版）<br>Informal Introduction to Stochastic Calculus with Applications, an （Second）

個数：

確率解析とその応用入門（第２版）
Informal Introduction to Stochastic Calculus with Applications, an （Second）

Calin, Ovidiu

ウェブストア価格 ¥17,241（本体¥15,674）
World Scientific Publishing Co Pte Ltd（2021/12発売）
外貨定価 US$ 78.00
ポイント 156pt

国内在庫僅少。通常5～7日で発送いたします。
（品切れや複数冊ご注文の場合には海外お取り寄せとなり時間がかかります。）

●3Dセキュア導入とクレジットカードによるお支払いについて

【入荷遅延について】
世界情勢の影響により、海外からお取り寄せとなる洋書・洋古書の入荷が、表示している標準的な納期よりも遅延する場合がございます。
おそれいりますが、あらかじめご了承くださいますようお願い申し上げます。

◆画像の表紙や帯等は実物とは異なる場合があります。

◆ウェブストアでの洋書販売価格は、弊社店舗等での販売価格とは異なります。
また、洋書販売価格は、ご注文確定時点での日本円価格となります。
ご注文確定後に、同じ洋書の販売価格が変動しても、それは反映されません。

製本 Paperback:紙装版/ペーパーバック版／ページ数 512 p.
言語 ENG
商品コード 9789811247569
DDC分類 519.22

Full Description

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory.The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.This edition has also improved presentation from the first edition in several chapters, including new material.