These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. —Srinivasa Varadhan, New York University This is a handy and very useful text f...(展开全部)

Covers the fundamental properties of partial differential equations (PDEs) and proven techniques useful in analyzing them. Uses a broad approach to illustrate the rich diversity of phenomena such as vibrations of solids, fluid flow, molecular structure, photon and electron interactions, radiation of electromagnetic waves encompassed by this subject as well as the role PDEs play...(展开全部)

Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, i...(展开全部)

Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, i...(展开全部)

The second edition of "Introduction to Partial Differential Equations", which originally appeared in the Princeton series "Mathematical Notes", serves as a text for mathematics students at the intermediate graduate level. The goal is to acquaint readers with the fundamental classical results of partial differential equations and to guide them into some aspects of the modern the...(展开全部)

The second edition of "Introduction to Partial Differential Equations", which originally appeared in the Princeton series "Mathematical Notes", serves as a text for mathematics students at the intermediate graduate level. The goal is to acquaint readers with the fundamental classical results of partial differential equations and to guide them into some aspects of the modern the...(展开全部)

A vigorous response to the challenges of incorporating computer use into the teaching and learning of stochastic processes, this book takes an applications- and computer-oriented approach rather than the standard formal and mathematically rigorous approach. It is suitable for advanced undergraduates and beginning graduate students in operations research, management science, fin...(展开全部)

Intended for a calculus-based course in stochastic processes at the graduate or advanced undergraduate level, this text offers a modern, applied perspective. Instead of the standard formal and mathematically rigorous approach usual for texts for this course, Edward Kao emphasizes the development of operational skills and analysis through a variety of well-chosen examples.