Delay and Stochastic Differential Equations : Modelling in Finance, Life Sciences, and Engineering
Language: English
Published by Springer, 2026
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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£ 169.75
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Seller Inventory # 9789819573097
- Title
- Delay and Stochastic Differential Equations : Modelling in Finance, Life Sciences, and Engineering
- Author
- Elena Braverman
- Publisher
- Springer
- Publication year
- 2026
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 9819573092
- ISBN 13
- 9789819573097
- Item weight
- 492 grams
- Dimensions
- 241x160x18 mm
This book presents the proceedings of two minisymposia—“Delay and Stochastic Differential Equations in Life Sciences and Engineering” and “Stochastic Modelling in Finance”—held at the International Congress on Industrial and Applied Mathematics (ICIAM) 2023 in Tokyo, Japan. It brings together a diverse collection of theoretical and applied research in delay and stochastic differential equations (DDEs and SDEs), showcasing the depth and breadth of current developments in these areas.
The papers included in this book reflect the high quality and versatility of research presented at the sessions. Covering a wide range of topics, they collectively illustrate the richness of delay and stochasticity as drivers of complex dynamical behavior. Each contribution has undergone a rigorous peer-review process to ensure the highest standards of publication.
Key topics include delay and resonance, periodic solutions, numerical methods for SDEs, Cesàro limits for Volterra convolution equations, stochastic modeling and big data in finance, incomplete market analysis, deterministic and stochastic pantograph equations.
This book aims to provide readers with a cohesive and insightful overview of current research in DDEs and SDEs, while inspiring future innovations and applications across disciplines—from physics and biology to financial engineering.
"Synopsis" may belong to another edition of this title.
From the Back Cover
This book presents the proceedings of two minisymposia—“Delay and Stochastic Differential Equations in Life Sciences and Engineering” and “Stochastic Modelling in Finance”—held at the International Congress on Industrial and Applied Mathematics (ICIAM) 2023 in Tokyo, Japan. It brings together a diverse collection of theoretical and applied research in delay and stochastic differential equations (DDEs and SDEs), showcasing the depth and breadth of current developments in these areas.
The papers included in this book reflect the high quality and versatility of research presented at the sessions. Covering a wide range of topics, they collectively illustrate the richness of delay and stochasticity as drivers of complex dynamical behavior. Each contribution has undergone a rigorous peer-review process to ensure the highest standards of publication.
Key topics include delay and resonance, periodic solutions, numerical methods for SDEs, Cesàro limits for Volterra convolution equations, stochastic modeling and big data in finance, incomplete market analysis, deterministic and stochastic pantograph equations.
This book aims to provide readers with a cohesive and insightful overview of current research in DDEs and SDEs, while inspiring future innovations and applications across disciplines—from physics and biology to financial engineering.
"About the title" may belong to another edition of this title.
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