Stochastic Differential Equations and Applications

Written By X Mao
Stochastic Differential Equations and Applications
  • Publsiher : Elsevier
  • Release : 30 December 2007
  • ISBN : 085709940X
  • Pages : 440 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Stochastic Differential Equations and Applications written by X Mao which was release on 30 December 2007, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. Has been revised and updated to cover the basic principles and applications of various types of stochastic systems Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : X Mao
  • Publisher : Elsevier
  • Release Date : 2007-12-30
  • Total pages : 440
  • ISBN : 085709940X
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Summary : This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied ...

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : Avner Friedman
  • Publisher : Academic Press
  • Release Date : 2014-06-20
  • Total pages : 248
  • ISBN : 085709940X
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Summary : Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume is divided into nine chapters. Chapters 1 to 5 deal with the basic theory of stochastic differential equations, including discussions of the Markov processes, Brownian motion, and the stochastic integral. Chapter 6 examines ...

Forward Backward Stochastic Differential Equations and their Applications

Forward Backward Stochastic Differential Equations and their Applications
  • Author : Jin Ma,Jiongmin Yong
  • Publisher : Springer
  • Release Date : 2007-04-24
  • Total pages : 278
  • ISBN : 085709940X
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Summary : This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Øksendal
  • Publisher : Springer Science & Business Media
  • Release Date : 2010-11-09
  • Total pages : 379
  • ISBN : 085709940X
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Summary : This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is ...

Theory of Stochastic Differential Equations with Jumps and Applications

Theory of Stochastic Differential Equations with Jumps and Applications
  • Author : Rong SITU
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-05-06
  • Total pages : 434
  • ISBN : 085709940X
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Summary : Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Ludwig Arnold,LUDWIG AUTOR ARNOLD
  • Publisher : Wiley-Interscience
  • Release Date : 1974-04-23
  • Total pages : 228
  • ISBN : 085709940X
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Summary : Fundamentals of probability theory; Markov processes and diffusion processes; Wiener process and white noise; Stochastic integrals; The stochastic integral as a stochastic process, stochastic differentials; Stochastic differential equations, existence and uniqueness of solutions; Properties of the solutions of stochastic differential equations; Linear stochastic differentials equations; The solutions of stochastic differentail ...

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance
  • Author : Carlos A. Braumann
  • Publisher : John Wiley & Sons
  • Release Date : 2019-02-25
  • Total pages : 304
  • ISBN : 085709940X
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Summary : A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in ...

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stability of Infinite Dimensional Stochastic Differential Equations with Applications
  • Author : Kai Liu
  • Publisher : CRC Press
  • Release Date : 2005-08-23
  • Total pages : 312
  • ISBN : 085709940X
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Summary : Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : K. Sobczyk
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Total pages : 400
  • ISBN : 085709940X
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Summary : '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; ...

Stochastic Differential Equations

Stochastic Differential Equations
  • Author : Bernt Oksendal
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-03-09
  • Total pages : 324
  • ISBN : 085709940X
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Summary : The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major application of stochastic analysis, in view of the amazing development in this field during the last 10-20 years. ...

Stochastic Differential Equations An Introduction With Applications 6E

Stochastic Differential Equations  An Introduction With Applications  6E
  • Author : Bernt K. Øksendal,Oksendal Bernt
  • Publisher : Unknown
  • Release Date : 2003
  • Total pages : 388
  • ISBN : 085709940X
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Summary : Download or read online Stochastic Differential Equations An Introduction With Applications 6E written by Bernt K. Øksendal,Oksendal Bernt, published by which was released on 2003. Get Stochastic Differential Equations An Introduction With Applications 6E Books now! Available in PDF, ePub and Kindle....

Reflecting Stochastic Differential Equations with Jumps and Applications

Reflecting Stochastic Differential Equations with Jumps and Applications
  • Author : Situ Rong
  • Publisher : CRC Press
  • Release Date : 1999-08-05
  • Total pages : 224
  • ISBN : 085709940X
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Summary : Many important physical variables satisfy certain dynamic evolution systems and can take only non-negative values. Therefore, one can study such variables by studying these dynamic systems. One can put some conditions on the coefficients to ensure non-negative values in deterministic cases. However, as a random process disturbs the system, the ...

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations
  • Author : Peter E. Kloeden,Eckhard Platen
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-04-17
  • Total pages : 636
  • ISBN : 085709940X
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Summary : The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many ...

Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications
  • Author : Avner Friedman
  • Publisher : Unknown
  • Release Date : 1975
  • Total pages : 528
  • ISBN : 085709940X
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Summary : Download or read online Stochastic Differential Equations and Applications written by Avner Friedman, published by which was released on 1975. Get Stochastic Differential Equations and Applications Books now! Available in PDF, ePub and Kindle....

Delay Differential Equations and Applications to Biology

Delay Differential Equations and Applications to Biology
  • Author : Fathalla A. Rihan
  • Publisher : Springer Nature
  • Release Date : 2021-08-19
  • Total pages : 286
  • ISBN : 085709940X
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Summary : This book discusses the numerical treatment of delay differential equations and their applications in bioscience. A wide range of delay differential equations are discussed with integer and fractional-order derivatives to demonstrate their richer mathematical framework compared to differential equations without memory for the analysis of dynamical systems. The book also ...