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
GET THIS BOOKStochastic Differential Equations and Applications


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
GET BOOK

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 ...

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
GET BOOK

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

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

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 Øksendal
  • Publisher : Springer Science & Business Media
  • Release Date : 2010-11-09
  • Total pages : 379
  • ISBN : 085709940X
GET BOOK

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 Differential Equations

Stochastic Differential Equations
  • Author : Bernt Oksendal
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-04-17
  • Total pages : 228
  • ISBN : 085709940X
GET BOOK

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 ...

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
GET BOOK

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 ...

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : Avner Friedman
  • Publisher : Academic Press
  • Release Date : 2014-06-20
  • Total pages : 316
  • ISBN : 085709940X
GET BOOK

Summary : Stochastic Differential Equations and Applications, Volume 2 is an eight-chapter text that focuses on the practical aspects of stochastic differential equations. This volume begins with a presentation of the auxiliary results in partial differential equations that are needed in the sequel. The succeeding chapters describe the behavior of the sample paths ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Ludwig Arnold
  • Publisher : Severn House Paperbacks
  • Release Date : 2013
  • Total pages : 256
  • ISBN : 085709940X
GET BOOK

Summary : Practical and not too rigorous, this highly readable text on stochastic calculus provides an excellent introduction to stochastic partial differential equations. Written at a moderately advanced level, it covers important topics often ignored by other texts on the subject—including Fokker-Planck equations—and it functions as both a classroom text ...

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
GET BOOK

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 ...

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 Date : 2019-03-08
  • Total pages : 304
  • ISBN : 085709940X
GET BOOK

Summary : 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 ...

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 Date : 2006-05-06
  • Total pages : 434
  • ISBN : 085709940X
GET BOOK

Summary : 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 ...

Theory and Applications of Stochastic Differential Equations

Theory and Applications of Stochastic Differential Equations
  • Author : Zeev Schuss
  • Publisher : John Wiley & Sons Incorporated
  • Release Date : 1980
  • Total pages : 321
  • ISBN : 085709940X
GET BOOK

Summary : 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 ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Peter H. Baxendale,Sergey V. Lototsky
  • Publisher : World Scientific
  • Release Date : 2007
  • Total pages : 393
  • ISBN : 085709940X
GET BOOK

Summary : The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians ...

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
GET BOOK

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 ...

Stochastic Differential Equations and Their Applications

Stochastic Differential Equations and Their Applications
  • Author : Xuerong Mao
  • Publisher : ISBS
  • Release Date : 1997
  • Total pages : 366
  • ISBN : 085709940X
GET BOOK

Summary : Read online Stochastic Differential Equations and Their Applications written by Xuerong Mao, published by ISBS which was released on 1997. Download full Stochastic Differential Equations and Their Applications Books now! Available in PDF, ePub and Kindle....