Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Cертификаты | Хиты | | |
 

Stochastic Differential Equations, Oksendal



Варианты приобретения
Цена: 7721р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 861 шт.  Склад Америка: 83 шт.  
При оформлении заказа до: 22 май 2022
Ориентировочная дата поставки: Июнь

Заказ пока невозможен
в Мои желания

Автор: Oksendal   (Оксендал)
Название:  Stochastic Differential Equations
Перевод названия: Оксендал: Стохастические дифференциальные уравнения
ISBN: 9783540047582
Издательство: Springer
Классификация:
ISBN-10: 3540047581
Обложка/Формат: Paperback
Страницы: 398
Вес: 0.618 кг.
Дата издания: 15.07.2003
Серия: Universitext
Язык: English
Издание: Softcover reprint of
Иллюстрации: 15 black & white illustrations, 15 black & white l
Размер: 236 x 156 x 21
Читательская аудитория: Postgraduate, research & scholarly
Подзаголовок: An introduction with applications
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Дополнительное описание: Формат: 235x155
Илюстрации: 15
Круг читателей: Students of mathematics, finance, engineering; physicists, engineers (including financial engineers), etc. using SDE in applications
Ключевые слова: differential equations
stochastic differential equations
filtering theory
mathematical finance
optimal filtering
stochastic control
stochastic calculus
MSC(2000):60G35, 60G40, 60H10, 60J45, 93E20
Язык: eng
Издание: 6th ed. 2003. Corr. 4th p
Оглавление: Introduction.- Some Mathematical Preliminaries.- ItГґ Integrals.- ItГґ Formula and the Martingale Representation Theorem.- Stochastic Differential Equations.- The Filtering Problem.- Diffusions: Basic Properties.- Other Topics in Diffusion Theory.- Applications to Boundary Value Problems.- Applications to Optimal Stopping.- Application to Stochastic Control.- Application to Mathematical Finance.- Appendix A: Normal Random Variables.- Appendix B: Conditional Expectations.- Appendix C: Uniform Integrability and Martingale Convergence.- Appendix D: An Approximation Result.- Solutions and Additional Hints to Some of the Exercises.- References.- List of Frequently Used Notation and Symbols.- Index.





      Старое издание

Differential forms

Автор: Weintraub, Steven
Название: Differential forms
ISBN: 0123944031 ISBN-13(EAN): 9780123944030
Издательство: Elsevier Science
Рейтинг:
Цена: 13506 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Differential forms are a powerful mathematical technique to help students, researchers, and engineers solve problems in geometry and analysis, and their applications. They both unify and simplify results in concrete settings, and allow them to be clearly and effectively generalized to more abstract settings. Differential Forms has gained high recognition in the mathematical and scientific community as a powerful computational tool in solving research problems and simplifying very abstract problems. Differential Forms, 2nd Edition, is a solid resource for students and professionals needing a general understanding of the mathematical theory and to be able to apply that theory into practice.

Theory of Stochastic Differential Equations with Jumps and Applications / Mathematical and Analytical Techniques with Applications to Engineering

Автор: SITU Rong
Название: Theory of Stochastic Differential Equations with Jumps and Applications / Mathematical and Analytical Techniques with Applications to Engineering
ISBN: 0387250832 ISBN-13(EAN): 9780387250830
Издательство: Springer
Рейтинг:
Цена: 27756 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: 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 applied to research in many other problems in nature, science and elsewhere.

A Concise Course on Stochastic Partial Differential Equations

Автор: PrГ©vГґt Claudia, RГ¶ckner Michael
Название: A Concise Course on Stochastic Partial Differential Equations
ISBN: 3540707808 ISBN-13(EAN): 9783540707806
Издательство: Springer
Цена: 5190 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale.There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach” and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach”. A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.

Stochastic Partial Differential Equations

Автор: Holden
Название: Stochastic Partial Differential Equations
ISBN: 038789487X ISBN-13(EAN): 9780387894874
Издательство: Springer
Рейтинг:
Цена: 8909 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Deals with the classical Brownian motion case. This book provides an introduction to stochastic partial differential equations. It places discussion of SPDEs in the context of Hida white noise theory. It is suitable for students of probability theory or SPDEs with an interest in the subject, and also for professional probabilists.

Stochastic Integration and Differential Equations / Second Edition, Version 2.1

Автор: Protter Philip E.
Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1
ISBN: 3540003134 ISBN-13(EAN): 9783540003137
Издательство: Springer
Рейтинг:
Цена: 12621 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.

From Elementary Probability to Stochastic Differential Equations with MAPLE

Автор: Cyganowski Sasha, Kloeden Peter, Ombach Jerzy
Название: From Elementary Probability to Stochastic Differential Equations with MAPLE
ISBN: 3540426663 ISBN-13(EAN): 9783540426660
Издательство: Springer
Цена: 8160 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations.

Stochastic Differential Equations / With Applications to Physics and Engineering

Автор: Sobczyk K.
Название: Stochastic Differential Equations / With Applications to Physics and Engineering
ISBN: 1402003455 ISBN-13(EAN): 9781402003455
Издательство: Springer
Рейтинг:
Цена: 16334 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Singular Stochastic Differential Equations

Автор: Cherny Alexander S., Engelbert Hans-JГјrgen
Название: Singular Stochastic Differential Equations
ISBN: 3540240071 ISBN-13(EAN): 9783540240075
Издательство: Springer
Рейтинг:
Цена: 5190 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

Modeling with ItГґ Stochastic Differential Equations

Автор: Allen E.
Название: Modeling with ItГґ Stochastic Differential Equations
ISBN: 1402059523 ISBN-13(EAN): 9781402059520
Издательство: Springer
Рейтинг:
Цена: 14849 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. Modeling with ItГґ Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming.

Stochastic Partial Differential Equations with L?vy Noise

Автор: S. Peszat
Название: Stochastic Partial Differential Equations with L?vy Noise
ISBN: 0521879892 ISBN-13(EAN): 9780521879897
Издательство: Cambridge Academ
Рейтинг:
Цена: 21512 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appear here for the first time in book form, and the volume is sure to stimulate further research in this important field. The authors start with a detailed analysis of L?vy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical L?vy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.

Stochastic differential equations: theory and applications - a volume in honor of professor boris l rozovskii

Название: Stochastic differential equations: theory and applications - a volume in honor of professor boris l rozovskii
ISBN: 9812706623 ISBN-13(EAN): 9789812706621
Издательство: World Scientific Publishing
Рейтинг:
Цена: 27116 р.
Наличие на складе: Поставка под заказ.

Описание: A guide to the diagnosis and management of urological emergencies, this book will allow any clinician, without previous urological knowledge, to be able to make an accurate diagnosis and have a treatment plan for several urological emergencies.

Amplitude equations for stochastic partial differential equations

Название: Amplitude equations for stochastic partial differential equations
ISBN: 9812706372 ISBN-13(EAN): 9789812706379
Издательство: World Scientific Publishing
Рейтинг:
Цена: 13016 р.
Наличие на складе: Поставка под заказ.

Описание: Provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of time-scales present near a change of stability. This book offers an introduction to the subject highlighting the new tools necessary for stochastic equations.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия