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Stokhasticheskie differentsial'nye uravneniya

By B. Oksendal'

Stokhasticheskie differentsial'nye uravneniya book

Stokhasticheskie differentsial'nye uravneniya

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Description
Uchebnik po teorii i prilozheniyam sluchajnykh protsessov izvestnogo norvezhskogo matematika, napisannyj prostym, chetkim i yasnym yazykom. Dlya ego usvoeniya dostatochno svedenij po teorii veroyatnostej v ob'eme vuzovskogo kursa. Avtor opuskaet slozhnye dlya ponimaniya dokazatel'stva teorem i delaet upor na ob'yasnenie osnovnykh idej i metodov. Dostoinstvo knigi - demonstratsiya tesnoj svyazi mezhdu teoriej i prakticheskimi prilozheniyami v razlichnykh tekhnicheskikh oblastyakh vplot' do zadach ekologii i finansovoj matematiki. Kazhdaya glava soderzhit znachitel'noe chislo tschatel'no podobrannykh zadach i uprazhnenij s ukazaniyami i resheniyami. Dlya studentov matematicheskikh i prikladnykh spetsial'nostej universitetov, tekhnicheskikh i ekonomicheskikh vuzov, dlya spetsialistov, primenyayuschikh sovremennuyu teoriyu sluchajnykh protsessov.
Product details
Binding:
Paperback
Publication Date:
2003-01-01
Publisher:
Mir
Languages:
Published: Russian
ISBN10:
5030034773
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