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.
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.
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 approachвЂќ 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 approachвЂќ. A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.
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.
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.
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.
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.
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.
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.
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.
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.
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