Overview
- An elementary introduction to stochastic calculus with the additional benefit of using the symbolic computation programme MAPLE
- Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (10 chapters)
Keywords
About this book
Reviews
"... The authors have done a good job. The material is didactically well presented, and motivations are given before definitions are stated. MAPLE, a computer algebra system, is used to illustrate the mathematics and help readers understand the concepts. ..."
Walter Gander, Journal of the American Statistical Association, March 2003, p. 254-255
"... This book is valuable as supplementary text to introductions into probability theory."
F.Hofbauer, Monatshefte für Mathematik 2003, Vol. 138, Issue 1
"... The aim of the book is to supplement conventional mathematical textbooks on probability and stochastics. The book serves its purpose very well. ..."
Evelyn Buckwar, Zentralblatt für Mathematik 987.60002
"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 applications. Although this book contains definitions and theorems, it differs from conventional mathematics books in its use of MAPLE worksheets instead of formal proofs to enable the reader to gain an intuitive understanding of the ideas under concern. 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."
L'Enseignment Mathematique, Issue 1-2, Vol. 48, 2002, p. 20
Authors and Affiliations
Bibliographic Information
Book Title: From Elementary Probability to Stochastic Differential Equations with MAPLE®
Authors: Sasha Cyganowski, Peter Kloeden, Jerzy Ombach
Series Title: Universitext
DOI: https://doi.org/10.1007/978-3-642-56144-3
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2002
Softcover ISBN: 978-3-540-42666-0Published: 20 November 2001
eBook ISBN: 978-3-642-56144-3Published: 06 December 2012
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XVI, 310
Number of Illustrations: 19 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Numerical Analysis, Algorithms