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)

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)

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)

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough...(展开全部)

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering. Self-contained and unified in prese...(展开全部)

This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Populatio...(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)

Hirsch, Devaney, and Smale's classic Differential Equations, Dynamical Systems,and an Introduction to Chaos has been used by professors as the primary text for undergraduate and graduate level courses covering differential equations. It provides a theoretical approach to dynamical systems and chaos written for a diverse student population among the fields of mathematics, scie...(展开全部)