Stochastic Differential Equations and Applications

Produk Detail:
  • Author : Avner Friedman
  • Publisher : Courier Corporation
  • Pages : 562 pages
  • ISBN : 0486453596
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Stochastic Differential Equations and Applications

Download or Read online Stochastic Differential Equations and Applications full in PDF, ePub and kindle. this book written by Avner Friedman and published by Courier Corporation which was released on 01 December 2006 with total page 562 pages. We cannot guarantee that Stochastic Differential Equations and Applications book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition.

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : X Mao
  • Publisher : Elsevier
  • Release : 30 December 2007
GET THIS BOOK Stochastic Differential Equations and Applications

This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. Has been revised and updated to cover the basic principles and applications of various types

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Øksendal
  • Publisher : Springer Science & Business Media
  • Release : 04 December 2022
GET THIS BOOK Stochastic Differential Equations

This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance
  • Author : Carlos A. Braumann
  • Publisher : John Wiley & Sons
  • Release : 08 March 2019
GET THIS BOOK Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stability of Infinite Dimensional Stochastic Differential Equations with Applications
  • Author : Kai Liu
  • Publisher : CRC Press
  • Release : 23 August 2005
GET THIS BOOK Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ

Forward Backward Stochastic Differential Equations and their Applications

Forward Backward Stochastic Differential Equations and their Applications
  • Author : Jin Ma,Jiongmin Yong
  • Publisher : Springer
  • Release : 24 April 2007
GET THIS BOOK Forward Backward Stochastic Differential Equations and their Applications

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Ludwig Arnold
  • Publisher : Wiley-Interscience
  • Release : 23 April 1974
GET THIS BOOK Stochastic Differential Equations

Fundamentals of probability theory; Markov processes and diffusion processes; Wiener process and white noise; Stochastic integrals; The stochastic integral as a stochastic process, stochastic differentials; Stochastic differential equations, existence and uniqueness of solutions; Properties of the solutions of stochastic differential equations; Linear stochastic differentials equations; The solutions of stochastic differentail equations as Markov and diffusion processes; Questions of modeling and approximation; Stability of stochastic dynamic systems; Optimal filtering of a disturbed signal; Optimal control of stochastic dynamic systems.

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : K. Sobczyk
  • Publisher : Springer Science & Business Media
  • Release : 30 November 2001
GET THIS BOOK Stochastic Differential Equations

'Et moi, ..~ si lavait su CO.llUlJalt en revc:nir, One acMcc matbcmatica bu JaIdcred the human rac:c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl !be~ IbcII _t to !be dusty cauialcr Iabc&d 'diMardod__ The series is divergent; thc:reforc we may be -'. I!.ticT. Bc:I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a

Reflecting Stochastic Differential Equations with Jumps and Applications

Reflecting Stochastic Differential Equations with Jumps and Applications
  • Author : Situ Rong
  • Publisher : CRC Press
  • Release : 05 August 1999
GET THIS BOOK Reflecting Stochastic Differential Equations with Jumps and Applications

Many important physical variables satisfy certain dynamic evolution systems and can take only non-negative values. Therefore, one can study such variables by studying these dynamic systems. One can put some conditions on the coefficients to ensure non-negative values in deterministic cases. However, as a random process disturbs the system, the components of solutions to stochastic differential equations (SDE) can keep changing between arbitrary large positive and negative values-even in the simplest case. To overcome this difficulty, the author examines the

Stochastic Partial Differential Equations and Applications

Stochastic Partial Differential Equations and Applications
  • Author : Giuseppe Da Prato,Luciano Tubaro
  • Publisher : Lecture Notes in Mathematics
  • Release : 25 March 1987
GET THIS BOOK Stochastic Partial Differential Equations and Applications

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations
  • Author : Peter E. Kloeden,Eckhard Platen
  • Publisher : Springer Science & Business Media
  • Release : 17 April 2013
GET THIS BOOK Numerical Solution of Stochastic Differential Equations

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP

Theory and Applications of Stochastic Differential Equations

Theory and Applications of Stochastic Differential Equations
  • Author : Zeev Schuss
  • Publisher : John Wiley & Sons Incorporated
  • Release : 04 December 1980
GET THIS BOOK Theory and Applications of Stochastic Differential Equations

Presents theory, sources, and applications of stochastic differential equations of Ito's type; those containing white noise. Closely studies first passage problems by modern singular perturbation methods and their role in various fields of science. Introduces analytical methods to obtain information on probabilistic quantities. Demonstrates the role of partial differential equations in this context. Clarifies the relationship between the complex mathematical theories involved and sources of the problem for physicists, chemists, engineers, and other non-mathematical specialists.

Theory of Stochastic Differential Equations with Jumps and Applications

Theory of Stochastic Differential Equations with Jumps and Applications
  • Author : Rong SITU
  • Publisher : Springer Science & Business Media
  • Release : 20 April 2005
GET THIS BOOK Theory of Stochastic Differential Equations with Jumps and Applications

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
  • Author : Łukasz Delong
  • Publisher : Springer Science & Business Media
  • Release : 12 June 2013
GET THIS BOOK Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical

Delay Differential Equations and Applications to Biology

Delay Differential Equations and Applications to Biology
  • Author : Fathalla A. Rihan
  • Publisher : Springer Nature
  • Release : 19 August 2021
GET THIS BOOK Delay Differential Equations and Applications to Biology

This book discusses the numerical treatment of delay differential equations and their applications in bioscience. A wide range of delay differential equations are discussed with integer and fractional-order derivatives to demonstrate their richer mathematical framework compared to differential equations without memory for the analysis of dynamical systems. The book also provides interesting applications of delay differential equations in infectious diseases, including COVID-19. It will be valuable to mathematicians and specialists associated with mathematical biology, mathematical modelling, life sciences, immunology and