- Paperback: 326 pages
- Publisher: Springer; 5th edition (November 4, 2002)
- Language: English
- ISBN-10: 3540637206
- ISBN-13: 978-3540637202
- Product Dimensions: 9.3 x 6.2 x 0.8 inches
- Shipping Weight: 1.2 pounds
- Average Customer Review: 4.5 out of 5 stars See all reviews (6 customer reviews)
- Amazon Best Sellers Rank: #1,958,655 in Books (See Top 100 in Books)
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Stochastic Differential Equations: An Introduction with Applications Paperback – November 4, 2002
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Top Customer Reviews
When I first started reading it, I was not too pleased with it. As a text-book it suffers from not motivating the theory, and not connecting it with parallel approaches. The subtitle mentions applications. Now, what one person considers applications is what the next person considers abstractions. My point of view is truly applied - I want to use SDE's to model real-world phenomena (actually, not financial ones) and are less interested in SDE's per se. So I would have liked more connections with physics (for instance advection-diffusion transport phenomena) and I would have liked the material to be more solidly anchored in general stochastic processes. Nevertheless, I appreciate that the book wouldn't have been as concise, then.
Most Recent Customer Reviews
Stochastic Differential Equations have wide applications, from water treatment to earthquake prediction and measurement to weather prediction, but the place where they have been... Read morePublished on February 27, 2014 by Bachelier