From elementary probability to stochastic differential equations with Maple
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Bibliographic Information
From elementary probability to stochastic differential equations with Maple
（Universitext）
Springer, c2002
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Note
Bibliography: p. [305]-306
Includes index
Description and Table of Contents
Description
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Table of Contents
1 Probability Basics.- 2 Measure and Integral.- 3 Random Variables and Distributions.- 4 Parameters of Probability Distributions.- 5 A Tour of Important Distributions.- 6 Numerical Simulations and Statistical Inference.- 7 Stochastic Processes.- 8 Stochastic Calculus.- 9 Stochastic Differential Equations.- 10 Numerical Methods for SDEs.- Bibliographical Notes.- References.
by "Nielsen BookData"