Téléchargez le livre : Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications

Volume 1

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Éditeur :

Academic Press


Paru le : 2014-06-20



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Description
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 the connections between solutions of partial differential equations and stochastic differential equations, while Chapter 7 describes the Girsanov's formula that is useful in the stochastic control theory. Chapters 8 and 9 evaluate the behavior of sample paths of the solution of a stochastic differential system, as time increases to infinity. This book is intended primarily for undergraduate and graduate mathematics students.
Pages
248 pages
Collection
n.c
Parution
2014-06-20
Marque
Academic Press
EAN papier
9780122682018
EAN PDF SANS DRM
9781483217871
Informations sur l'ebook
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
57,97 €

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