Numerical Solution of Two-Dimensional Stochastic Integral Equations - Brossura

Khodabin, Morteza; Fallahpour, Mohsen; Maleknejad, Khosrow

Brossura

ISBN 10: 333006885X ISBN 13: 9783330068858

Casa editrice: LAP LAMBERT Academic Publishing, 2017

Riassunto

If we allow for some randomness in some of the coefficients of a partial differential equation we often obtain a more realistic mathematical model of the situation where is called the two-dimensional stochastic differential equation or in more complicated cases, two-dimensional stochastic integral equation. Some situations where such equations appear and can be used are: Population dynamics, protein kinetics, genetics, experimental psychology, neuronal activity, option pricing, turbulent diffusion, radio-astronomy, helicopter rotor, satellite orbit stability, biological waste treatment, hydrology, indoor air quality, seismology, structural mechanics, fatigue cracking, blood clotting dynamics, cellular energetics, Josephson junctions, communications, stochastic annealing, filtering problems, optimal portfolio problem and mathematical finance. Engineers, physicists and others with a more technical background in mathematical methods who are interested in implementing efficient numerical schemes or developing new schemes for specific classes of applications, can use this book.

Su questo libro

L'autore

He received his PhD degree in 2004. Also, He is Managing Editor of the International Journal of Mathematical Sciences. His research interests include statistical Inference, Stochastic process, stochastic calculus and stochastic differential equations.

Dettagli dell?edizione

• Editore: LAP LAMBERT Academic Publishing
• Data di pubblicazione: 2017
• ISBN 10: 333006885X
• ISBN 13: 9783330068858
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 60