From Elementary Probability to Stochastic Differential Equations with MAPLE:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2002
|
| Schriftenreihe: | Universitext
|
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/978-3-642-56144-3 |
| Beschreibung: | The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. 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 its 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 consideration. 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. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations |
| Umfang: | 1 Online-Ressource (XVI, 310p) |
| ISBN: | 9783642561443 9783540426660 |
| ISSN: | 0172-5939 |
| DOI: | 10.1007/978-3-642-56144-3 |
Internformat
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Datensatz im Suchindex
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| author_variant | s c sc |
| building | Verbundindex |
| bvnumber | BV042422635 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
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| discipline | Mathematik |
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| format | Electronic eBook |
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| id | DE-604.BV042422635 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:47Z |
| institution | BVB |
| isbn | 9783642561443 9783540426660 |
| issn | 0172-5939 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858052 |
| oclc_num | 869867064 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XVI, 310p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Universitext |
| spellingShingle | Cyganowski, Sasha From Elementary Probability to Stochastic Differential Equations with MAPLE Mathematics Algorithms Numerical analysis Distribution (Probability theory) Economics / Statistics Probability Theory and Stochastic Processes Statistics for Business/Economics/Mathematical Finance/Insurance Numerical Analysis Mathematik Statistik Wirtschaft Maple Programm (DE-588)4209397-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| subject_GND | (DE-588)4209397-1 (DE-588)4057621-8 (DE-588)4064324-4 |
| title | From Elementary Probability to Stochastic Differential Equations with MAPLE |
| title_auth | From Elementary Probability to Stochastic Differential Equations with MAPLE |
| title_exact_search | From Elementary Probability to Stochastic Differential Equations with MAPLE |
| title_full | From Elementary Probability to Stochastic Differential Equations with MAPLE by Sasha Cyganowski, Peter Kloeden, Jerzy Ombach |
| title_fullStr | From Elementary Probability to Stochastic Differential Equations with MAPLE by Sasha Cyganowski, Peter Kloeden, Jerzy Ombach |
| title_full_unstemmed | From Elementary Probability to Stochastic Differential Equations with MAPLE by Sasha Cyganowski, Peter Kloeden, Jerzy Ombach |
| title_short | From Elementary Probability to Stochastic Differential Equations with MAPLE |
| title_sort | from elementary probability to stochastic differential equations with maple |
| topic | Mathematics Algorithms Numerical analysis Distribution (Probability theory) Economics / Statistics Probability Theory and Stochastic Processes Statistics for Business/Economics/Mathematical Finance/Insurance Numerical Analysis Mathematik Statistik Wirtschaft Maple Programm (DE-588)4209397-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| topic_facet | Mathematics Algorithms Numerical analysis Distribution (Probability theory) Economics / Statistics Probability Theory and Stochastic Processes Statistics for Business/Economics/Mathematical Finance/Insurance Numerical Analysis Mathematik Statistik Wirtschaft Maple Programm Stochastische Differentialgleichung Wahrscheinlichkeitsrechnung |
| url | https://doi.org/10.1007/978-3-642-56144-3 |
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