Introduction to Stochastic Analysis: Integrals and Differential Equations
Author:   Vigirdas Mackevicius ,  V Mackevicius
Publisher:   ISTE Ltd and John Wiley & Sons Inc
Volume:   578
ISBN:  

9781848213111


Pages:   288
Publication Date:   01 July 2011
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Introduction to Stochastic Analysis: Integrals and Differential Equations


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Author:   Vigirdas Mackevicius ,  V Mackevicius
Publisher:   ISTE Ltd and John Wiley & Sons Inc
Imprint:   ISTE Ltd and John Wiley & Sons Inc
Volume:   578
Dimensions:   Width: 16.20cm , Height: 2.00cm , Length: 23.90cm
Weight:   0.553kg
ISBN:  

9781848213111


ISBN 10:   1848213115
Pages:   288
Publication Date:   01 July 2011
Audience:   College/higher education ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Reviews

If I have a chance to teach (again) a course in stochastic financial modelling, I will definitely choose this to be among two or three sources to use. I have all the reasons to strongly recommend it to anybody in the area of modern stochastic modelling. (Zentralblatt MATH, 1 December 2012)


?Thus, the book is a welcome addition in the effort to make stochastic integration and SDE as accessible as possible to the greater public interested in or in need of using them.? (Mathematical Reviews, 1 February 2013) ?If I have a chance to teach (again) a course in stochastic financial modelling, I will definitely choose this to be among two or three sources to use. I have all the reasons to strongly recommend it to anybody in the area of modern stochastic modelling.? (Zentralblatt MATH, 1 December 2012)


Thus, the book is a welcome addition in the effort to make stochastic integration and SDE as accessible as possible to the greater public interested in or in need of using them. ( Mathematical Reviews , 1 February 2013) If I have a chance to teach (again) a course in stochastic financial modelling, I will definitely choose this to be among two or three sources to use. I have all the reasons to strongly recommend it to anybody in the area of modern stochastic modelling. (Zentralblatt MATH, 1 December 2012)


Author Information

Vigirdas Mackevièius is a professor of Faculty of Mathematics and Informatics at Vilnius University in Lithuania.

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