From Elementary Probability to Stochastic Differential Equations with MAPLE by Sasha Cyganowski (PDF)

Description

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.

User’s Reviews

Editorial Reviews: Review “… The authors have done a good job. The material is didactically well presented, and motivations are given before definitions are stated. MAPLE, a computer algebra system, is used to illustrate the mathematics and help readers understand the concepts. …”Walter Gander, Journal of the American Statistical Association, March 2003, p. 254-255″… This book is valuable as supplementary text to introductions into probability theory.” F.Hofbauer, Monatshefte für Mathematik 2003, Vol. 138, Issue 1″… The aim of the book is to supplement conventional mathematical textbooks on probability and stochastics. The book serves its purpose very well. …”Evelyn Buckwar, Zentralblatt für Mathematik 987.60002″The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and applications. Although this book contains definitions and theorems, it differs from conventional mathematics books in its use of MAPLE worksheets instead of formal proofs to enable the reader to gain an intuitive understanding of the ideas under concern. As prerequisites the authors 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.”L’Enseignment Mathematique, Issue 1-2, Vol. 48, 2002, p. 20 From the Back Cover The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. Although this book contains definitions and theorems, it differs from conventional mathematics books in its use of MAPLE worksheets instead of formal proofs to enable the reader to gain an intuitive understanding of the ideas under consideration. As prerequisites the authors 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, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations.

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐A nice and progressive introduction to very difficult concepts in the field of stochastic calculus. The authors take the reader by the hand from the most basic probabilities to the Ito integral.

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Keywords

Free Download From Elementary Probability to Stochastic Differential Equations with MAPLE in PDF format
From Elementary Probability to Stochastic Differential Equations with MAPLE PDF Free Download
Download From Elementary Probability to Stochastic Differential Equations with MAPLE 2002 PDF Free
From Elementary Probability to Stochastic Differential Equations with MAPLE 2002 PDF Free Download
Download From Elementary Probability to Stochastic Differential Equations with MAPLE PDF
Free Download Ebook From Elementary Probability to Stochastic Differential Equations with MAPLE