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wyszukanych pozycji: 9
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Stochastic Differential Equations, Backward Sdes, Partial Differential Equations
ISBN: 9783319057132 / Angielski / Twarda / 2014 / 667 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each... This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections... |
cena:
544,74 zł |
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Stochastic Differential Equations, Backward Sdes, Partial Differential Equations
ISBN: 9783319347752 / Angielski / Miękka / 2016 / 667 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each... This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections... |
cena:
544,74 zł |
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Stochastic Partial Differential Equations: An Introduction
ISBN: 9783030890025 / Angielski / Miękka / 2021 / 84 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational approach to PDEs. This extends both the classical Itô formulation and the martingale problem approach due to Stroock and Varadhan. The final... This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing t... |
cena:
252,89 zł |
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Probabilistic Models of Population Evolution: Scaling Limits, Genealogies and Interactions
ISBN: 9783319303260 / Angielski / Miękka / 2016 / 125 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Presenting the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) in the population, this book includes models of finite populations, and limiting models as the size of the population tends to infinity. The material could be used for teaching stochastic processes and their applications.
Presenting the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) in the population, this book ...
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cena:
128,37 zł |
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Stochastic Epidemic Models with Inference
ISBN: 9783030308995 / Angielski / Miękka / 2019 / 474 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
252,89 zł |
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Stochastic Filtering at Saint-Flour
ISBN: 9783642254291 / Francuski / Miękka / 2012 / 300 str. Termin realizacji zamówienia: ok. 20 dni roboczych. El Karoui: Les aspects probabilistes du controle stochastique.- Pardoux, Etienne: Filtrage non lineaire et equations aux derivees partielles stochastiques associees.- Yor, M.: Sur la theorie du filtrage.
El Karoui: Les aspects probabilistes du controle stochastique.- Pardoux, Etienne: Filtrage non lineaire et equations aux derivees partielles stochasti...
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cena:
128,42 zł |
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
ISBN: 9780198525936 / Angielski / Miękka / 2003 / 176 str. Termin realizacji zamówienia: ok. 30 dni roboczych. Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each...
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mat...
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cena:
293,51 zł |
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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
ISBN: 9780198525929 / Angielski / Twarda / 2003 / 176 str. Termin realizacji zamówienia: ok. 30 dni roboczych. Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each...
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mat...
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cena:
273,69 zł |
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Ecole d'Ete de Probabilites de Saint-Flour XIX - 1989
ISBN: 9783540538417 / Angielski / Miękka / 1991 / 264 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Springer Book Archives
Springer Book Archives
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cena:
175,07 zł |
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