Kindle Price: CDN$ 43.65

Save CDN$ 2.30 (5%)

includes free international wireless delivery via Amazon Whispernet

Promotions are applied when you make a purchase

These promotions will be applied to this item:

Kindle app logo image

Download the free Kindle app and start reading Kindle books instantly on your smartphone, tablet or computer – no Kindle device required. Learn more

Read instantly on your browser with Kindle for Web.

Using your mobile phone camera, scan the code below and download the Kindle app.

QR code to download the Kindle app

Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks Book 10) by [Simo Särkkä, Arno Solin]

Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks Book 10) 1st Edition, Kindle Edition

by Simo Särkkä (Author), Arno Solin (Author) Format: Kindle Edition
4.1 4.1 out of 5 stars 12 ratings
See all formats and editions
Amazon Price
New from Used from
Kindle Edition
$43.65
— —
Hardcover
$126.95
$126.95 $147.89
Paperback
$45.95
$45.95 $61.60
Previous page
  1. ISBN-13
    978-1316510087
  2. Edition
    1st
  3. Sticky notes
    On Kindle Scribe
  4. Publisher
    Cambridge University Press
  5. Publication date
    May 2 2019
  6. Part of series
    Institute of Mathematical Statistics Textbooks
  7. Language
    English
  8. File size
    15819 KB
  9. See all details
Next page
Due to its large file size, this book may take longer to download
Next 5 for you in this series See full series
Total Price: CDN$232.50
By clicking on the above button, you agree to Amazon's Kindle Store Terms of Use
Sold by: Amazon.com.ca, Inc.

Product description

Book Description

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice. --This text refers to the hardcover edition.

Review

'Stochastic differential equations have long been used by physicists and engineers, especially in filtering and prediction theory, and more recently have found increasing application in the life sciences, finance and an ever-increasing range of fields. The authors provide intended users with an intuitive, readable introduction and overview without going into technical mathematical details from the often-demanding theory of stochastic analysis, yet clearly pointing out the pitfalls that may arise if its distinctive differences are disregarded. A large part of the book deals with underlying ideas and methods, such as analytical, approximative and computational, which are illustrated through many insightful examples. Linear systems, especially with additive noise and Gaussian solutions, are emphasized, though nonlinear systems are not neglected, and a large number of useful results and formulas are given. The latter part of the book provides an up to date survey and comparison of filtering and parameter estimation methods with many representative algorithms, and culminates with their application to machine learning.' Peter Kloeden, Johann Wolfgang Goethe-Universität Frankfurt am Main

‘Overall, this is a very well-written and excellent introductory monograph to SDEs, covering all important analytical properties of SDEs, and giving an in-depth discussion of applied methods useful in solving various real-life problems.’ Igor Cialenco, MathSciNet

‘Chapters are rich in examples, numerical simulations, illustrations, derivations and computational assignment’ Martin Ondreját, the European Mathematical Society and the Heidelberg Academy of Sciences and Humanities --This text refers to the hardcover edition.

Product details

  • ASIN ‏ : ‎ B07N46NP4L
  • Publisher ‏ : ‎ Cambridge University Press; 1st edition (May 2 2019)
  • Language ‏ : ‎ English
  • File size ‏ : ‎ 15819 KB
  • Simultaneous device usage ‏ : ‎ Up to 4 simultaneous devices, per publisher limits
  • Text-to-Speech ‏ : ‎ Enabled
  • Screen Reader ‏ : ‎ Supported
  • Enhanced typesetting ‏ : ‎ Enabled
  • X-Ray ‏ : ‎ Not Enabled
  • Word Wise ‏ : ‎ Not Enabled
  • Sticky notes ‏ : ‎ On Kindle Scribe
  • Print length ‏ : ‎ 445 pages
  • Customer Reviews:
    4.1 4.1 out of 5 stars 12 ratings

Customer reviews

4.1 out of 5 stars
4.1 out of 5
12 global ratings
5 star
39%
4 star
40%
3 star
11%
2 star
10%
1 star 0% (0%) 0%

Top reviews from Canada

There are 0 reviews and 0 ratings from Canada

Top reviews from other countries

kevin_HamptonMiddx
4.0 out of 5 stars As advertised
Reviewed in the United Kingdom 🇬🇧 on January 14, 2022
Verified Purchase
Report
Jeanne
4.0 out of 5 stars Overall happy.
Reviewed in the United States 🇺🇸 on December 12, 2022
Verified Purchase
One person found this helpful
 Report
James Brownlow
4.0 out of 5 stars Great intro to SDEs
Reviewed in the United States 🇺🇸 on September 15, 2021
Verified Purchase
Report
Report an issue

Does this item contain inappropriate content?
Report
Do you believe that this item violates a copyright?
Report
Does this item contain quality or formatting issues?
Report