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Stochastic Integration and Differential Equations : A New Approach
Published by Springer My Copy UK 2014-03, 2014
ISBN 10: 3662026201 ISBN 13: 9783662026205
Language: English
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Stochastic Integration and Differential Equations: A New Approach
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Numerical Integration of Stochastic Differential Equations
Published by Springer Netherlands, 1994
ISBN 10: 079233213X ISBN 13: 9780792332138
Language: English
£ 42.40
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Add to basketCondition: Sehr gut. Zustand: Sehr gut | Seiten: 184 | Sprache: Englisch | Produktart: Sonstiges.
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Stochastic Integration and Differential Equations: A New Approach
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Add to basketCondition: Good. Springer Verlag, 1990. Cover lightly rubbed, sunned in patches, spine sunned, corners and spine ends very lightly bumped; binding tight; cover, edges, and interior intact and clean except as noted. hardcover. Good.
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£ 29.53
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Add to basketpaperback. Condition: Befriedigend. 312 Seiten; 9783540509967.4 Gewicht in Gramm: 1.
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Stochastic Integration and Differential Equations : A New Approach
Published by Springer-Verlag GmbH & Co. KG
ISBN 10: 3540509968 ISBN 13: 9783540509967
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Add to basketKarton. Condition: Sehr gut. Zust: Gutes Exemplar. 172 Seiten Englisch 466g.
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Condition: New. pp. 302.
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Stochastic Integration and Differential Equations 2/e
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Add to basketCondition: Very Good. Asian Springer printing (text in ENGLISH), 419 pp., paperback, faint wear to covers else text clean & binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Stochastic Integration and Differential Equations
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Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics, Vol. 21).
Published by Berlin, Heidelberg: Springer-Verlag, 1995
ISBN 10: 3540509968 ISBN 13: 9783540509967
Language: English
£ 78.12
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Add to basketgebundene Ausgabe. Condition: Sehr gut. Applications of Mathematics, Volume 21. Zust: Gutes Exemplar. 302 Seiten, Englisch 600g.
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Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)
Published by Springer Verlag* Ny Inc, 1990
ISBN 10: 0387509968 ISBN 13: 9780387509969
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Stochastic Integration and Differential Equations
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Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, 21)
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Add to basketpaperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Numerical Integration of Stochastic Differential Equations
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Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications)
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Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications, 313)
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Numerical Integration of Stochastic Differential Equations
Published by Springer Netherlands, Springer Netherlands, 1994
ISBN 10: 079233213X ISBN 13: 9780792332138
Language: English
£ 139.85
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Add to basketBuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - U sing stochastic differential equations we can successfully model systems that func tion in the presence of random perturbations. Such systems are among the basic objects of modern control theory. However, the very importance acquired by stochas tic differential equations lies, to a large extent, in the strong connections they have with the equations of mathematical physics. It is well known that problems in math ematical physics involve 'damned dimensions', of ten leading to severe difficulties in solving boundary value problems. A way out is provided by stochastic equations, the solutions of which of ten come about as characteristics. In its simplest form, the method of characteristics is as follows. Consider a system of n ordinary differential equations dX = a(X) dt. (O.l ) Let Xx(t) be the solution of this system satisfying the initial condition Xx(O) = x. For an arbitrary continuously differentiable function u(x) we then have: (0.2) u(Xx(t)) - u(x) = j (a(Xx(t)), ~~ (Xx(t))) dt.
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Numerical Integration of Stochastic Differential Equations
Published by Springer Netherlands, Springer Netherlands, 2010
ISBN 10: 9048144876 ISBN 13: 9789048144877
Language: English
£ 139.85
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - U sing stochastic differential equations we can successfully model systems that func tion in the presence of random perturbations. Such systems are among the basic objects of modern control theory. However, the very importance acquired by stochas tic differential equations lies, to a large extent, in the strong connections they have with the equations of mathematical physics. It is well known that problems in math ematical physics involve 'damned dimensions', of ten leading to severe difficulties in solving boundary value problems. A way out is provided by stochastic equations, the solutions of which of ten come about as characteristics. In its simplest form, the method of characteristics is as follows. Consider a system of n ordinary differential equations dX = a(X) dt. (O.l ) Let Xx(t) be the solution of this system satisfying the initial condition Xx(O) = x. For an arbitrary continuously differentiable function u(x) we then have: (0.2) u(Xx(t)) - u(x) = j (a(Xx(t)), ~~ (Xx(t))) dt.
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Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, 21)
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