Cui jianbo (13 risultati)

Paperback. Condizione: new. Paperback. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings. This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condizione: New.

Condizione: New.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings.This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations.…

Paperback. Condizione: Brand New. 394 pages. 6.14x0.81x9.21 inches. In Stock.

Taschenbuch. Condizione: Neu. Approximations to Probabilistic Characteristics of Stochastic Differential Equations | Jianbo Cui (u. a.) | Taschenbuch | xiv | Englisch | 2026 | Springer | EAN 9789819588121 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings.This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. 396 pp. Englisch.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt.

Paperback. Condizione: new. Paperback. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings. This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Condizione: New. Print on Demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings. This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations.Springer Nature Customer Service Center GmbH, Europaplatz 3,69115 Heidelberg, Germany, Heidelberg 396 pp. Englisch.…

Condizione: New. PRINT ON DEMAND.

Paperback. Condizione: new. Paperback. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings. This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…