Stochastic Differential Equations

K. Sobczyk

ISBN 10: 0792303393 / ISBN 13: 9780792303398

Published by Springer Netherlands, Springer Netherlands Feb 1991, 1991

About this Item

Neuware -'Et moi, .~ si lavait su CO.llUlJalt en revc:nir, One acMcc matbcmatica bu JaIdcred the human rac:c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl !be~ IbcII _t to !be dusty cauialcr Iabc&d 'diMardod__ The series is divergent; thc:reforc we may be -'. I!.ticT. Bc:I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world when: both feedback and non linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statcmalts as: 'One service topology has rendered mathematical physics .¿; 'One service logic has rendered c0m puter science .'; 'One service category theory has rendered mathematics .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series. This series, Mathematics and Its Applications. started in 19n. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote 'Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However. the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branc:hes. It also happens, quite often in fact, that branches which were thought to be completely.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 420 pp. Englisch.

Seller Inventory # 9780792303398

Bibliographic Details

• Title: Stochastic Differential Equations
• Publisher: Springer Netherlands, Springer Netherlands Feb 1991
• Publication Date: 1991
• Language: English
• ISBN 10: 0792303393
• ISBN 13: 9780792303398
• Binding: Buch
• Condition: Neu
• Dimensions: 241W x 160H x 28D millimeters 241 millimeters width by 160 millimeters height by 28 millimeters depth
• Weight: 793 grams

About this title

Synopsis

'Et moi, ..~ si lavait su CO.llUlJalt en revc:nir, One acMcc matbcmatica bu JaIdcred the human rac:c. It bu put COIDIDOD _ beet je n'y serais point aBe.' Jules Verne wbac it bdoup, 0Jl !be~ IbcII _t to !be dusty cauialcr Iabc&d 'diMardod__ The series is divergent; thc:reforc we may be -'. I!.ticT. Bc:I1 able to do something with it. O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world when: both feedback and non­ linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statcmalts as: 'One service topology has rendered mathematical physics ...•; 'One service logic has rendered c0m­ puter science ...'; 'One service category theory has rendered mathematics ...'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series. This series, Mathematics and Its Applications. started in 19n. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However. the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branc:hes. It also happens, quite often in fact, that branches which were thought to be completely.

Synopsis

Sobczyk provides a unified treatment of both regular (or, random) and Ito stochastic differential equations, focusing on solution methods, including some recently developed. Special concern is given to both the mathematical structure and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results o