STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS : Stochastic analysis of the dynamic systems
Language: English
Published by LAP LAMBERT Academic Publishing, 2011
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 68.23
Quantity: 1 available
Add to basketItem description from seller
nach der Bestellung gedruckt Neuware - Printed after ordering - This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.
Seller Inventory # 9783845407913
- Title
- STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS : Stochastic analysis of the dynamic systems
- Author
- Ilya Gikhman
- Publisher
- LAP LAMBERT Academic Publishing
- Publication year
- 2011
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3845407913
- ISBN 13
- 9783845407913
- Item weight
- 393 grams
- Dimensions
- 220x150x16 mm
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| Item | 7 to 10 business days | 5 to 7 business days |
|---|---|---|
| First item | £ 29.35 | £ 37.73 |
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