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編輯推薦

　　《隨機微分方程》(第6版)為全英文版，適閤數學專業研究生閱讀參考。

內容簡介

　　隨機微分方程在數學以外的許多領域有著廣泛的應用，它對數學領域中的許多分支起著有效的聯結作用。本書是《Universitext》叢書之一，是一部理想的研究生教材。我們曾影印齣版瞭第2版和第4版，第6版與第4版相比，內容做瞭較大的修改和補充，增加瞭90頁的篇幅(近1／3內容)，包括鞅錶示論、變分不等式和隨機控製等內容，書後附有部分習題解答和提示。

目錄

Introduction
1.1 Stochastic Analogs of Classical Differential Equations
1.2 Filtering Problems
1.3 Stochastic Approach to Deterministic Boundary Value Problems
1.4 Optimal Stopping
1.5 Stochastic Control
1.6 Mathematical Finance
Some Mathematical Preliminaries
2.1 Probability Spaces， Random Variables and Stochastic Processes
2.2 An Important Example： Brownian Motion
Exercises
Ito Integrals
3.1 Construction of the It5 Integral
3.2 Some properties of the It5 integral
3.3 Extensions of the Ito integral
Exercises
The Ito Formula and the Martingale Representation
Theorem
4.1 The 1-dimensional It5 formula
4.2 The Multi-dimensional It5 Formula
4.3 The Martingale Representation Theorem
Exercises
Stochastic Differential Equations
5.1 Examples and Some Solution Methods
5.2 An Existence and Uniqueness Result
5.3 Weak and Strong Solutions
Exercises
6 The Filtering Problem
6.1 Introduction
6.2 The 1-Dimensional Linear Filtering Problem
6.3 The Multidimensional Linear Filtering Problem
Exercises
7 Diffusions： Basic Properties
7.1 The Markov Property
7.2 The Strong Markov Property
7.3 The Generator of an It5 Diffusion
7.4 The Dynkin Formula
7.5 The Characteristic Operator
Exercises
8 Other Topics in Diffusion Theory
8.1 Kolmogorovs Backward Equation. The Resolvent
8.2 The Feynman-Kac Formula. Killing
8.3 The Martingale Problem
8.4 When is an It5 Process a Diffusion?
8.5 Random Time Change
8.6 The Girsanov Theorem
Exercises
9 Applications to Boundary Value Problems
9.1 The Combined Dirichlet-Poisson Problem. Uniqueness
9.2 The Dirichlet Problem. Regular Points
9.3 The Poisson Problem
Exercises
10 Application to Optimal Stopping
10.1 The Time-Homogeneous Case
10.2 The Time-Inhomogeneous Case
10.3 Optimal Stopping Problems Involving an Integral
10.4 Connection with Variational Inequalities
Exercises
11 Application to Stochastic Control
11.1 Statement of the Problem
11.2 The Ha.milton-Jacobi-Bellman Equation
11.3 Stochastic control problems with terminal conditions
Exercises
12 Application to Mathematical Finance
12.1 Market， portfolio and arbitrage
12.2 Attainability and Completeness
12.3 Option Pricing
Exercises
Appendix A： Normal Random Variables
Appendix B： Conditional Expectation
Appendix C： Uniform Integrability and Martingale
Convergence
Appendix D： An Approximation Result
Solutions and Additional Hints to Some of the Exercises..
References
List of Frequently Used Notation and Symbols
Index

前言/序言

隨機微分方程（第6版） 下載 mobi epub pdf txt 電子書

評分☆☆☆☆☆

幫同學買的，應該還不錯

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想學金融衍生品來著，據說要先會隨機微分方程

評分☆☆☆☆☆

原版書影印版，值得學習

評分☆☆☆☆☆

兩輪自平衡機器人的研究和設計是機器人學研究的重要課題，其運動平衡控製策略的研究是目前的研究熱點。本書分8章介紹瞭兩輪自平衡機器人的係統設計，包括硬件設計、軟件設計、算法設計、電路係統分析與設計等；兩輪自平衡機器人的係統建模，包括柔性體和剛性體；係統地介紹瞭兩輪機器人自平衡控製的控製算法，包括非綫性PID控製、模糊控製、動態逆控製、仿生自主學習控製。

評分☆☆☆☆☆

非常好，不錯的，物流也很給力

評分☆☆☆☆☆

好書 還沒看 慢慢看吧

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8 映射領域可自主收縮的SOCA自動機

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寶貝棒棒噠！我喜歡！超贊超贊真的超贊！麼麼噠！麼麼噠！

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