Theory of Stochastic Differential Equations with Jumps and Applications, Rong SITU

Автор: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 12717.00 р. 18167.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Автор: Xie
Название: Differential Equations for Engineers
ISBN: 1107632951 ISBN-13(EAN): 9781107632950
Издательство: Cambridge Academ
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Цена: 9504.00 р.
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Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.

Автор: Smith
Название: An Introduction to Delay Differential Equations with Applications to the Life Sciences
ISBN: 1441976450 ISBN-13(EAN): 9781441976451
Издательство: Springer
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Цена: 8384.00 р.
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Описание: This book is intended to be an introduction to Delay Differential Equations for upper level undergraduates or beginning graduate mathematics students who have a reasonable background in ordinary differential equations and who would like to get to the applications quickly.

Автор: Chicone
Название: Ordinary Differential Equations with Applications
ISBN: 0387307699 ISBN-13(EAN): 9780387307695
Издательство: Springer
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Цена: 12577.00 р.
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Описание: A text for a graduate level course in the theory of ordinary differential equations. It contains theory and applications. It links ordinary differential equations with advanced mathematical topics such as differential geometry, Lie group theory, analysis in infinite-dimensional spaces and abstract algebra.

Автор: Protter Philip E.
Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1
ISBN: 3540003134 ISBN-13(EAN): 9783540003137
Издательство: Springer
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Цена: 11878.00 р.
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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.