STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS

für 71.10€ kaufen ··· 9783845407913 ··· 10361132435 ···
This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.
Hersteller: LAP Lambert Academic Publishing
Marke: LAP Lambert Academic Publishing
EAN: 9783845407913
Kat: Hardcover/Naturwissenschaften, Medizin, Informatik, Technik/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
Lieferzeit: Sofort lieferbar
Versandkosten: Ab 20¤ Versandkostenfrei in Deutschland
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5: Ab 20¤ Versandkostenfrei in Deutschland
6: LAP Lambert Academic Publishing
7: STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS
:::: Hardcover/Naturwissenschaften, Medizin, Informatik, Technik/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik

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···· aufgenommen: 09.10.2020 · 15:34:11
···· & überprüft: 13.11.2020 · 00:56:05

: STOCHASTIC : DIFFERENTIAL : EQUATIONS : APPPLICATIONS :

STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS

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