Stochastic Differential Equations and Applications

Written By X Mao
Stochastic Differential Equations and Applications
  • Publsiher : Elsevier
  • Release : 30 December 2007
  • ISBN : 085709940X
  • Pages : 440 pages
  • Rating : /5 from reviews
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Download or read book entitled Stochastic Differential Equations and Applications by author: X Mao which was release on 30 December 2007 and published by Elsevier with total page 440 pages . This book available in PDF, EPUB and Kindle Format. 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 of stochastic systems Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : X Mao
  • Publisher : Elsevier
  • Release Date : 2007-12-30
  • Total pages : 440
  • ISBN : 085709940X
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Summary : 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 ...

On Stochastic Differential Equations

On Stochastic Differential Equations
  • Author : Kiyosi Itō
  • Publisher : American Mathematical Soc.
  • Release Date : 1951
  • Total pages : 51
  • ISBN : 085709940X
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Summary : Read online On Stochastic Differential Equations written by Kiyosi Itō, published by American Mathematical Soc. which was released on 1951. Download full On Stochastic Differential Equations Books now! Available in PDF, ePub and Kindle....

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Øksendal
  • Publisher : Springer Science & Business Media
  • Release Date : 2010-11-09
  • Total pages : 379
  • ISBN : 085709940X
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Summary : 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 ...

Stochastic Flows and Stochastic Differential Equations

Stochastic Flows and Stochastic Differential Equations
  • Author : Hiroshi Kunita
  • Publisher : Cambridge University Press
  • Release Date : 1997-04-03
  • Total pages : 346
  • ISBN : 085709940X
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Summary : Stochastic analysis and stochastic differential equations are rapidly developing fields in probability theory and its applications. This book provides a systematic treatment of stochastic differential equations and stochastic flow of diffeomorphisms and describes the properties of stochastic flows. Professor Kunita's approach regards the stochastic differential equation as a dynamical system ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : K. Sobczyk
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Total pages : 400
  • ISBN : 085709940X
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Summary : '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; ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Oksendal
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-04-17
  • Total pages : 228
  • ISBN : 085709940X
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Summary : From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness that it scares the nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view.: Not knowing anything ... about ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : N. Y.) Symposium in Applied Mathematics (1972 New York,R. S. Budy
  • Publisher : American Mathematical Soc.
  • Release Date : 1973
  • Total pages : 209
  • ISBN : 085709940X
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Summary : Read online Stochastic Differential Equations written by N. Y.) Symposium in Applied Mathematics (1972 New York,R. S. Budy, published by American Mathematical Soc. which was released on 1973. Download full Stochastic Differential Equations Books now! Available in PDF, ePub and Kindle....

Simulation and Inference for Stochastic Differential Equations

Simulation and Inference for Stochastic Differential Equations
  • Author : Stefano M. Iacus
  • Publisher : Springer Science & Business Media
  • Release Date : 2009-04-27
  • Total pages : 286
  • ISBN : 085709940X
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Summary : This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic ...

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : Avner Friedman
  • Publisher : Academic Press
  • Release Date : 2014-06-20
  • Total pages : 248
  • ISBN : 085709940X
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Summary : Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume is divided into nine chapters. Chapters 1 to 5 deal with the basic theory of stochastic differential equations, including discussions of the Markov processes, Brownian motion, and the stochastic integral. Chapter 6 examines ...

Stochastic Differential Equations and Diffusion Processes

Stochastic Differential Equations and Diffusion Processes
  • Author : N. Ikeda,S. Watanabe
  • Publisher : Elsevier
  • Release Date : 2014-06-28
  • Total pages : 572
  • ISBN : 085709940X
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Summary : Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements ...

Reflecting Stochastic Differential Equations with Jumps and Applications

Reflecting Stochastic Differential Equations with Jumps and Applications
  • Author : Situ Rong
  • Publisher : CRC Press
  • Release Date : 1999-08-05
  • Total pages : 224
  • ISBN : 085709940X
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Summary : 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 ...

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations
  • Author : Peter E. Kloeden,Eckhard Platen
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-04-17
  • Total pages : 636
  • ISBN : 085709940X
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Summary : 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 ...

An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations
  • Author : Lawrence C. Evans
  • Publisher : American Mathematical Soc.
  • Release Date : 2012-12-11
  • Total pages : 151
  • ISBN : 085709940X
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Summary : These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. --Srinivasa Varadhan, New York ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Michael J. Panik
  • Publisher : John Wiley & Sons
  • Release Date : 2017-04-03
  • Total pages : 304
  • ISBN : 085709940X
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Summary : A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics. This makes stochastic modeling a powerful tool in the hands of ...

Statistical Methods for Stochastic Differential Equations

Statistical Methods for Stochastic Differential Equations
  • Author : Mathieu Kessler,Alexander Lindner,Michael Sorensen
  • Publisher : CRC Press
  • Release Date : 2012-05-17
  • Total pages : 507
  • ISBN : 085709940X
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Summary : The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th...