STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS Год выпуска: 2011Автор: Ilya GikhmanИздательство: LAP Lambert Academic PublishingСтраниц: 252ISBN: 9783845407913Описание 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 Schrodinger Equations, and Elements of Derivatives pricing.
Похожие книги
Kari Astala, Tadeusz Iwaniec, Gaven Martin. Elliptic Partial Differential Equations and Quasiconformal Mappings in the Plane (PMS-47) (Princeton Mathematical Series). – М.: , 2009. – 696 с. C.T.H. Baker. Ordinary Differential Equations and Integral Equations,Volume 6. – М.: , 2010. – 558 с. S. Watanabe. Stochastic Differential Equations and Diffusion Processes. – М.: , 2010. – 0 с. Author Unknown. Linear differential equations and function spaces,21. – М.: , 2010. – 0 с. D. Cioranescu. Nonlinear Partial Differential Equations and Their Applications,31. – М.: , 2010. – 664 с. Author Unknown. Differential equations and applications,31. – М.: , 2010. – 0 с. William E. Boyce. Elementary Differential Equations and Boundary Value Problems. – М.: , 2003. – 768 с. William E. Boyce. Elementary Differential Equations and Boundary Value Problems. – М.: , 2000. – 768 с. William E. Boyce. Elementary Differential Equations and Boundary Value Problems Sixth Edition and Student Solutions Manual to Accompany Elementary Differential Equations Sixth Edition and Elementary Differential Equations and Boundary Value Problems, Sixth Edition. – М.: , 1998. – 0 с. William E. Boyce. Student Solutions Manual to Accompany Elementary Differential Equations and Elemetary Differential Equations and Boundary Value Problems Sixth Edition by Haines. – М.: , 1996. – 248 с. Besik Chikvinidze. Backward Stochastic Differential Equations and BMO martingales. – М.: LAP Lambert Academic Publishing, 2014. – 64 с. Huizhong Wu and John A. D. Appleby. Pathwise Large Deviations of Stochastic Differential Equations. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Ilya Gikhman. STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS. – М.: LAP Lambert Academic Publishing, 2011. – 252 с. Iakovos Matsikis. High gain control of Stochastic Differential Equations. – М.: LAP Lambert Academic Publishing, 2010. – 156 с. Changyong Zhang. Stochastic Differential Equations Driven by Levy Processes. – М.: LAP Lambert Academic Publishing, 2011. – 120 с. Fatma Bozkurt. An Introduction to Difference-Differential Equations and Modeling. – М.: LAP Lambert Academic Publishing, 2013. – 172 с. Terry Lynch and John Appleby. Large Fluctuations of Stochastic Differential Equations. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Клеопатра Спасибо большое) я у вас уже заказываю сопровождение не первый раз и очень довольна
