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概率论
《概率论》以概率空间和随机变量为主线,力求将概率论的直观思想同严密的数学逻辑结合起来,主要讲述概率论和随机变量的一些基本理论、经典问题,包括一些重要的分布、数学期望、条件概率和独立性、随机变量的各种收敛性以及相互间关系、大数定律、特征函数的方法、中心极限定理等。《概率论》可作为高等学校理科各专业和其他相关专业的教材,亦可供有关科研人员参考。 -
Dynamic Optimization
在线阅读本书 The long awaited second edition of Dynamic Optimization is now available. Clear exposition and numerous worked examples made the first edition the premier text on this subject. Now, the new edition is expanded and updated to include essential coverage of current developments on differential games, especially as they apply to important economic questions; new developments in comparative dynamics; and new material on optimal control with integral state equations. The second edition of Dynamic Optimization provides expert coverage on:- methods of calculus of variations - optimal control - continuous dynamic programming - stochastic optimal control -differential games. The authors also include appendices on static optimization and on differential games. Now in its new updated and expanded edition, Dynamic Optimization is, more than ever, the optimum choice for graduate and advanced undergraduate courses in economics, mathematical methods in economics and dynamic optimization, management science, mathematics and engineering. New features of Dynamic Optimization will show students:advances in how to do comparative dynamics; how to optimally switch from one state equation to another during the planning period; how to take into account the history of the system governing an optimization problem through the use of an integral state equation; and how to apply differential games to problems in economics and management sciences. -
常微分方程
《常微分方程》主要介绍了常微分方程的初等解法、基本理论和稳定性理论初步。具体包括:常微分方程的初等解法、线性常微分方程组、高阶常系数线性方程、常微分方程的幂级数解法、常微分方程基本理论、常微分方程定性理论初步和一阶偏微分方程。 《常微分方程》在编写中注重开拓读者思路,在许多知识点的讲授中,能针对同一问题提供视角不同的多种方法;在关于方程解的基本性质的讲授中,尝试直接利用方程本身和已知结果进行研究;在关于闭轨线存在性和Lyapunov稳定性等的讲授中,注重从几何或力学的角度来分析和阐述问题。 《常微分方程》可以作为数学类各专业常微分方程课程的教学用书或参考书,对其他理工科学生学习常微分方程理论也具有参考价值。 -
经济数学基础
《经济数学基础》(第2分册线性代数)(修订第4版)自1995年出版后受到广泛好评,1996年被评为川版优秀图书。为适应新的形势,本词典于1999年7月开始修订,并扩大词汇量,修订工作历时三年。修订后的词典编写严谨,科学性强,实用性好。每个成语词条除了通常的注音、释义、例句外,还标出了成语的结构、同义成语、反义成语、同义成语辨析、成语辨误等。 -
微积分
微积分(II),ISBN:9787302069171,作者:清华大学数学科学系《微积分》编写组编 -
Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6)
Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This text should be suitable for the reader without a deep mathematical background. It seeks to provide an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.