From Elementary Probability to Stochastic Differential Equations with MAPLE

Name: From Elementary Probability to Stochastic Differential Equations with MAPLE®
SKU: 5266747
Price: 150.99 AUD
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Paperback / softback

Series:

Universitext

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Description

The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations.

Release date Australia

November 20th, 2001

Author

Audiences

Postgraduate, Research & Scholarly
Undergraduate

Edition

Softcover reprint of the original 1st ed. 2002

Illustrations

19 Illustrations, black and white; XVI, 310 p. 19 illus.

Pages

310

Series

Universitext

Dimensions

156x234x17

ISBN-13

9783540426660

Product ID

5266747

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