Numerical Solution of Two-Dimensional Stochastic Integral Equations

Language: English

Published by LAP LAMBERT Academic Publishing, 2017

333006885X / 9783330068858

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nach der Bestellung gedruckt Neuware - Printed after ordering - If we allow for some randomness in some of the coefficients of a partial differential equation we often obtain a more realistic mathematical model of the situation where is called the two-dimensional stochastic differential equation or in more complicated cases, two-dimensional stochastic integral equation. Some situations where such equations appear and can be used are: Population dynamics, protein kinetics, genetics, experimental psychology, neuronal activity, option pricing, turbulent diffusion, radio-astronomy, helicopter rotor, satellite orbit stability, biological waste treatment, hydrology, indoor air quality, seismology, structural mechanics, fatigue cracking, blood clotting dynamics, cellular energetics, Josephson junctions, communications, stochastic annealing, filtering problems, optimal portfolio problem and mathematical finance. Engineers, physicists and others with a more technical background in mathematical methods who are interested in implementing efficient numerical schemes or developing new schemes for specific classes of applications, can use this book.…

Seller Inventory # 9783330068858

Title
Numerical Solution of Two-Dimensional Stochastic Integral Equations
Author
Morteza Khodabin
Publisher
LAP LAMBERT Academic Publishing
Publication year
2017
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
333006885X
ISBN 13
9783330068858
Item weight
107 grams
Dimensions
220x150x5 mm

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