Numerical Solution of Stochastic Differential Equations

Main
Numerical Solution of Stochastic...

Numerical Solution of Stochastic Differential Equations

Peter E. Kloeden, Eckhard Platen

5.0 / 4.0

Sukakah Anda buku ini?

Bagaimana kualitas file yang diunduh?

Unduh buku untuk menilai kualitasnya

Bagaimana kualitas file yang diunduh?

Tahun:

2013

Edisi:

1

Penerbit:

Springer Berlin, Heidelberg

Bahasa:

english

ISBN 10:

3662126168

ISBN 13:

9783662126165

File:

DJVU, 12.81 MB

IPFS:

,

english, 2013

Buku ini tidak dapat diunduh karena keluhan dari pemegang hak cipta

Beware of he who would deny you access to information, for in his heart he dreams himself your master

— Pravin Lal

Mungkin Anda tertarik

Bernt K. Oksendal — Stochastic Differential Equations: An Introduction with Applications, Edition 5, Corrected Printing

P. Kloeden, E. Platen — Numerical Solution of Stochastic Diffeential Equations

Wei Liu, Michael Röckner — Stochastic Partial Differential Equations: An Introduction

Andreas Ro?ler — Runge-Kutta Methods for the Numerical Solution of Stochastic Differential Equations (Berichte Aus Der Mathematik)

Sau Fa Kwok — Langevin and Fokker-Planck Equations and their Generalizations: Descriptions and Solutions

Harold J. Kushner (Eds.) — Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

Nobuyuki Ikeda, Shinzō Watanabe — Stochastic Differential Equations and Diffusion Processes, (Second Edition)

R. Z. Hasminskii, I. A. Ibragimov (auth.), Bronius Grigelionis (eds.) — Stochastic Differential Systems Filtering and Control: Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978

— Methods for Stochastic DE 001

Shiryaev, A. N.; Prokhorov, I︠U︡riĭ Vasilʹevich — Probability theory 03. Stochastic calculus

Qimin (张启敏) Zhang ; Xining (李西宁) Li ; Hongge (岳红格) Yue — Stochastic age-structured population systems = 随机年龄结构种群系统

Harold J. Kushner (Eds.) — Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

Daniel L. Ocone (auth.), Hayri Korezlioglu, Ali Süleyman Ustunel (eds.) — Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986

Mark Freidlin, Alexander Wentzell (auth.), Pao-Liu Chow, George Yin, Boris Mordukhovich (eds.) — Topics in Stochastic Analysis and Nonparametric Estimation

Ikeda N., Watanabe S. — Stochastic Differential Equations and Diffusion Processes

Nobuyuki Ikeda, Shinzo Watanabe — Stochastic Differential Equations and Diffusion Processes, Second Edition

Ludwig Arnold — Stochastic Differential Equations: Theory and Applications

Arieh Iserles (Editor) — Acta Numerica 1999 (Volume 8)

V. Lakshmikantham, D. Kannan — Handbook of stochastic analysis and applications

V. Lakshmikantham — Handbook of Stochastic Analysis & Applications

Thomas C. Gard — Introduction to Stochastic Differential Equations

Arnold L. — Stochastic Differential Equations: Theory and Applications

Vigirdas Mackevičius — Introduction to Stochastic Analysis. Integrals and Differential Equations

Gobet, Emmanuel — Monte-Carlo methods and stochastic processes: from linear to non-linear

Harold J. Kushner, Paul G. Dupuis (auth.) — Numerical Methods for Stochastic Control Problems in Continuous Time

Arnulf Jentzen and Peter Kloeden — Taylor Approximations for Stochastic Partial Differential Equations (CBMS-NSF Regional Conference Series in Applied Mathematics)

Vigirdas Mackevičius — Introduction to Stochastic Analysis: Integrals and Differential Equations

R. Z. Hasminskii, I. A. Ibragimov (auth.), Bronius Grigelionis (eds.) — Stochastic Differential Systems Filtering and Control: Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978

D. A. Dawson, J. Gärtner (auth.), Hans Jürgen Engelbert, Wolfgang Schmidt (eds.) — Stochastic Differential Systems: Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

Dan Crisan (auth.), Dan Crisan (eds.) — Stochastic Analysis 2010

Mickens R.E. (ed.) — Applications of nonstandard finite difference schemes

Istilah kunci