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From Elementary Probability to Stochastic Differential Equations with MAPLEAutoren: Sasha Cyganowski; Peter Kloeden; Jerzy OmbachSprache: English Verlag: Springer-Verlag Berlin Heidelberg ISBN: 3-540-42666-3 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. Aus dem Inhalt:
Buchkategorie: Graduate/Advanced undergraduate textbook Zielgruppe: Students of probability, statistics, and financial mathematics Bibliographie: 2002, XVI, 310 pp., Softcover |
