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)

Differential equations and linear algebra are the two crucial courses in undergraduate mathematics. This new textbook develops those subjects separately and together. The complete book is a year's course, including Fourier and Laplace transforms, plus the Fast Fourier Transform and Singular Value Decomposition. Undergraduate students in courses covering differential equations a...(展开全部)

This book is a very well-accepted introduction to the subject. In it, the author identifies the significant aspects of the theory and explores them with a limited amount of machinery from mathematical analysis. Now, in this fourth edition, the book has again been updated with an additional chapter on Lewy's example of a linear equation without solutions.

The Sixth Edition of this acclaimed differential equations book remains the same classic volume it's always been, but has been polished and sharpened to serve readers even more effectively. Offers precise and clear-cut statements of fundamental existence and uniqueness theorems to allow understanding of their role in this subject. Features a strong numerical approach that empha...(展开全部)

Skillfully organized introductory text examines origin of differential equations, then defines basic terms and outlines general solution of a differential equation. Subsequent sections deal with integrating factors; dilution and accretion problems; linearization of first order systems; Laplace Transforms; Newton's Interpolation Formulas, more.