Articoli correlati a Modeling With Ito Stochastic Differential Equations:...
Sinossi
<p>This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation.</p>
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
From the reviews:
"The author of this book has carefully selected and well described basic notions and concepts from probability theory and stochastic processes ... . His goal is ... to address the book to a wide category of readers, applied scientists, who need to use these sophisticated tools in their work. ... Besides researchers ... this book is suitable as a text for graduate university courses. I enjoyed reading the book and my expectation is that it will be met with interest by the readers." (Jordan M. Stoyanov, Zentralblatt MATH, Vol. 1130, 2008)
"This text sets out to provide a reasonably concise and accessible account of the extensive range of concepts and procedures that are used in producing and handling SDEMs, and by and large it succeeds. ... On the whole, the selection of material is very good; the author has succeeded in producing an account of the subject that is manageably compact and yet reasonably wide-ranging in its illustrative applications. ... the book can indeed be firmly recommended." (David Stirzaker, SIAM Review, Vol. 50 (2), 2008)
Contenuti
Random Variables.- Stochastic Processes.- Stochastic Integration.- Stochastic Differential Equations.- Modeling.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer Nature
- Data di pubblicazione2007
- ISBN 10 1402059523
- ISBN 13 9781402059520
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine228
- Contatto del produttorenon disponibile
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Da: BuchZeichen-Versandhandel, Freiburg, Germania
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Condizione: Gebraucht - Sehr gut. Springer; Auflage: 2007 (9. März 2007)-h4. Codice articolo 2D-S0QF-KULH
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Modeling with It Stochastic Differential Equations
Editore:
Springer Netherlands, 2007
ISBN 10: 1402059523
ISBN 13: 9781402059520
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Da: Better World Books, Mishawaka, IN, U.S.A.
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Condizione: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Codice articolo 52365392-6
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Modeling with Itô Stochastic Differential Equations
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. Modeling with Itô Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming. 230 pp. Englisch. Codice articolo 9781402059520
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Modeling with Itô Stochastic Differential Equations
Da: AHA-BUCH GmbH, Einbeck, Germania
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. Modeling with Itô Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming. Codice articolo 9781402059520
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Modeling with Itô Stochastic Differential Equations
Da: moluna, Greven, Germania
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Gebunden. Condizione: New. A procedure is thoroughly explained for constructing realistic stochastic differential equation modelsMany stochastic differential equation models are developed for randomly varying systems in biology, physics, and financeRandom variables, . Codice articolo 4094329
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In. Codice articolo ria9781402059520_new
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Modeling with Ito Stochastic Differential Equations
Editore:
Springer-Verlag New York Inc., 2007
ISBN 10: 1402059523
ISBN 13: 9781402059520
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Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 536. Codice articolo C9781402059520
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
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Condizione: New. Codice articolo ABLIING23Mar2411530143894
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Da: Mispah books, Redhill, SURRE, Regno Unito
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Hardcover. Condizione: Like New. Like New. book. Codice articolo ERICA79714020595236
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Da: BennettBooksLtd, North Las Vegas, NV, U.S.A.
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-1402059523
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