000			01712nmm a2200193Ia 4500
008			220920s9999||||xx |||||||||||||| ||und||
020			_a9780849380716
082			_a519.2 _bD938S
100			_aDurrett, Richard. _eAuthor _lEnglish _9910
245		0	_aStochastic Calculus _b: A Practical Introduction _c/ by Richard Durrett. _h[Electronic Resource]
260			_aBoca Raton _b: CRC Press, _c1996
300			_a341p.
440			_aProbability and Stochastics Series _9473
520			_aThis compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions. The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they need.
650			_aStochastic Analysis _9470
650			_aStochastic Processes _915500
856			_uhttp://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1761292 _qPDF _yClick to Access the Online Book
942			_cEBK _nYes
999			_c11978 _d11978