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Stochastic Calculus : A Practical Introduction, Hardcover by Durrett, Richard...

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eBay item number:388319292006

Item specifics

Condition
Like new: A book that looks new but has been read. Cover has no visible wear, and the dust jacket ...
Book Title
Stochastic Calculus : A Practical Introduction
ISBN
9780849380716

About this product

Product Information

This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.

Product Identifiers

Publisher
Taylor & Francis INC International Concepts
ISBN-13
9780849380716
eBay Product ID (ePID)
89557602

Product Key Features

Number of Pages
341 Pages
Publication Name
Stochastic Calculus: a Practical Introduction
Language
English
Subject
Mathematics
Publication Year
1996
Type
Textbook
Author
Richard Durrett
Series
Probability and Stochastics Series
Format
Hardcover

Dimensions

Item Height
234 mm
Item Weight
612 g
Item Width
156 mm

Additional Product Features

Country/Region of Manufacture
United States
Title_Author
Richard Durrett

Item description from the seller

Seller business information

VAT number: GB 307932304
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superbookdeals

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  • 3***3- Feedback left by buyer.
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    An excellent eBay seller. Great communication. They worked with me to ensure a great experience. The book I bought was all better than described, packed very well and securely, and shipped fast. The asked amount was a very fair market value. I would highly recomment this seller, and would not hesitate to order from them again. Thank you!
  • t***r (1856)- Feedback left by buyer.
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    It was ordered 19th May and item stated it would take a few days but arrived 30th May with 48 hr Royal Mail tracking??? The postage location was in UK but came from the USA luckily it arrived in time as a present so just be mindful if need it quickly. Otherwise item as described and good price would recommend and purchase from again.
  • r***d (27)- Feedback left by buyer.
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    I am not happy with the service. I placed the order on 28th May and then received notification that the item would not be dispatched until July, so I immediately cancelled the order. The seller responded to say they had no record of the order. I assumed that the cancellation request has been actioned. I have now received an email from eBay saying that the seller refuses to cancel as it is too late. How can immediate cancellation be too late. Very poor service.