Stochastic Differential Equations and Applications (PDF)
Volume 1
(Sprache: Englisch)
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...
This volume is divided into nine chapters. Chapters 1 to 5 deal with the basic theory of stochastic...
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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 the connections between solutions of partial differential equations and stochastic differential equations, while Chapter 7 describes the Girsanov's formula that is useful in the stochastic control theory. Chapters 8 and 9 evaluate the behavior of sample paths of the solution of a stochastic differential system, as time increases to infinity.
This book is intended primarily for undergraduate and graduate mathematics students.
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 the connections between solutions of partial differential equations and stochastic differential equations, while Chapter 7 describes the Girsanov's formula that is useful in the stochastic control theory. Chapters 8 and 9 evaluate the behavior of sample paths of the solution of a stochastic differential system, as time increases to infinity.
This book is intended primarily for undergraduate and graduate mathematics students.
Bibliographische Angaben
- Autor: Avner Friedman
- 2014, 248 Seiten, Englisch
- Herausgegeben: Z. W. Birnbaum, E. Lukacs
- Verlag: Elsevier Science & Techn.
- ISBN-10: 1483217876
- ISBN-13: 9781483217871
- Erscheinungsdatum: 20.06.2014
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
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