Auto boutiques-francophones Simple and secure cloud storage giftguide Cyber Monday Deals Week in Home & Kitchen Kindle Music Deals Store SGG Home, Kitchen and Garden Gift Guide
CDN$ 105.58
  • List Price: CDN$ 152.37
  • You Save: CDN$ 46.79 (31%)
Only 2 left in stock (more on the way).
Ships from and sold by Gift-wrap available.
Statistical Methods for S... has been added to your Cart
Have one to sell?
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See all 3 images

Statistical Methods for Stochastic Differential Equations Hardcover – May 17 2012

See all 2 formats and editions Hide other formats and editions
Amazon Price
New from Used from
Kindle Edition
"Please retry"
"Please retry"
CDN$ 105.58
CDN$ 69.24 CDN$ 118.70

Cyber Monday Deals Week in Books

No Kindle device required. Download one of the Free Kindle apps to start reading Kindle books on your smartphone, tablet, and computer.

  • Apple
  • Android
  • Windows Phone
  • Android

To get the free app, enter your e-mail address or mobile phone number.

Product Details

  • Hardcover: 508 pages
  • Publisher: Chapman and Hall/CRC (May 17 2012)
  • Language: English
  • ISBN-10: 1439849404
  • ISBN-13: 978-1439849408
  • Product Dimensions: 23.4 x 15.5 x 3.3 cm
  • Shipping Weight: 794 g
  • Amazon Bestsellers Rank: #1,300,847 in Books (See Top 100 in Books)
  •  Would you like to update product info, give feedback on images, or tell us about a lower price?

  • See Complete Table of Contents

Product Description


"… an excellent resource for anyone currently active in research in this area, interested in getting into research in the area, or just interested in the topic. I cannot think of another source that provides detailed yet accessible introductions of this quality and timeliness to the major issues of interest in this area. … As noted in the preface, the idea is to get young researchers ‘quickly to the forefront of knowledge and research.’ … The book succeeds in delivering on this goal. A careful reading of the chapters of this book would go a long way toward putting one in a position to begin contributing to the large and rapidly growing body of research in this important area of statistics. It would certainly be an excellent resource for teaching advanced Ph.D. courses. … This is a wonderful book for anyone interested in SDEs. I highly recommend it and am happy to have it on my bookshelf."
―Garland B. Durham, Journal of the American Statistical Association, March 2014

"The contributors are all renowned specialists in the field … the last four chapters are generally well written, informative, and cover a wide range of different aspects of statistics for SDE … the first three chapters … constitute an original and very useful contribution in a field that too often has the reputation of being technical and somehow austere. … I strongly recommend the book for anyone interested in the wide topic of statistical methods for SDE, whether she or he is a specialist or a student starting in the field."
―Marc Hoffmann, Université Paris–Dauphine Sørensen, CHANCE, 26.3

"… a good collection of useful and interesting articles … [I have] no hesitation in recommending the book."
―Tusheng Zhang, Journal of Time Series Analysis, 2013

About the Author

Matthieu Kessler, Department of Applied Mathematics and Statistics, University of Cartagena, Spain

Alexander Lindner, Institute of Mathematics and Statistics, TU Braunschweig, Germany

Michael Sorensen, Department of Mathematical Sciences, University of Copenhagen, Denmark

Inside This Book

(Learn More)
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

Customer Reviews

There are no customer reviews yet.
5 star
4 star
3 star
2 star
1 star