Ebook Stochastic Differential Equations and Diffusion Processes, Volume 24 (North-Holland Mathematical Library), by S. Watanabe, N. Ikeda
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Stochastic Differential Equations and Diffusion Processes, Volume 24 (North-Holland Mathematical Library), by S. Watanabe, N. Ikeda
Ebook Stochastic Differential Equations and Diffusion Processes, Volume 24 (North-Holland Mathematical Library), by S. Watanabe, N. Ikeda
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- Sales Rank: #1221727 in Books
- Published on: 1981-02-26
- Original language: English
- Number of items: 1
- Dimensions: 9.02" h x 1.25" w x 5.98" l, 2.05 pounds
- Binding: Hardcover
- 478 pages
- ISBN13: 9780444861726
- Condition: New
- Notes: BRAND NEW FROM PUBLISHER! 100% Satisfaction Guarantee. Tracking provided on most orders. Buy with Confidence! Millions of books sold!
Most helpful customer reviews
4 of 4 people found the following review helpful.
Still highly relevant
By Ijon Tichy
Ikeda and Watanabe's classic text on stochastic calculus is still one of the best books on the subject available. Despite a flood of newer books, written largely in response to the key role played by stochastic calculus in modern finance, the I&W's presentation of many topics is unsurpassed. For example, I find their exposition of the theory of Brownian motion on a Riemannian manifold and of the heat kernel analysis very lucid. The book offers the right level of abstraction and plenty of interesting calculations, making it also appealing to people with applications of stochastic calculus on their mind. On top of it, the price of the book ($25.44 at the time of writing this review) is unbeatable.
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