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From Elementary Probability to Stochastic Differential Equations with Maple
P. Kloeden
S. Cyganowski
Jerzy Ombach
2002
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Description
The book provides a smooth and fast introduction to the language and basic results of modern probability theory and stochastic differential equations with help of the computer manipulator software package Maple. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, to provide an overview and intuitive background for more advanced studies as well as some practical skills in the use of Maple software in the context of probability and its applications. As prerequisites we assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, we introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in examples, particularly those involving simulations.
Table of Contents
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Other Details
Language: English
ISBN: 3-540-42666-3
Publisher: Springer
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