Numerical Solution of Stochastic Differential Equations: Stochastic Modelling and Applied Probability, cartea 23
Autor Peter E. Kloeden, Eckhard Platenen Limba Engleză Hardback – 6 aug 1992
Toate formatele și edițiile | Preț | Express |
---|---|---|
Paperback (1) | 695.25 lei 3-5 săpt. | +36.87 lei 7-13 zile |
Springer Berlin, Heidelberg – 15 dec 2010 | 695.25 lei 3-5 săpt. | +36.87 lei 7-13 zile |
Hardback (1) | 805.44 lei 6-8 săpt. | |
Springer Berlin, Heidelberg – 6 aug 1992 | 805.44 lei 6-8 săpt. |
Din seria Stochastic Modelling and Applied Probability
- 17% Preț: 464.60 lei
- 18% Preț: 1110.72 lei
- 18% Preț: 947.35 lei
- Preț: 390.84 lei
- 18% Preț: 952.40 lei
- 15% Preț: 648.56 lei
- 18% Preț: 951.91 lei
- 15% Preț: 637.13 lei
- 18% Preț: 793.63 lei
- Preț: 391.02 lei
- Preț: 401.42 lei
- 15% Preț: 639.08 lei
- 18% Preț: 733.33 lei
- 18% Preț: 785.11 lei
- 15% Preț: 593.42 lei
- 18% Preț: 1114.96 lei
- 15% Preț: 643.16 lei
- Preț: 390.63 lei
- 15% Preț: 645.60 lei
- 15% Preț: 641.71 lei
- 18% Preț: 954.62 lei
- 15% Preț: 645.14 lei
- 18% Preț: 947.50 lei
- 18% Preț: 804.96 lei
- 15% Preț: 644.63 lei
- 20% Preț: 469.59 lei
- 20% Preț: 581.39 lei
Preț: 805.44 lei
Preț vechi: 982.25 lei
-18% Nou
Puncte Express: 1208
Preț estimativ în valută:
154.14€ • 159.95$ • 128.83£
154.14€ • 159.95$ • 128.83£
Carte tipărită la comandă
Livrare economică 15-29 martie
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9783540540625
ISBN-10: 3540540628
Pagini: 676
Ilustrații: XXXVI, 636 p.
Dimensiuni: 155 x 235 x 40 mm
Greutate: 1.12 kg
Ediția:1992
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Stochastic Modelling and Applied Probability
Locul publicării:Berlin, Heidelberg, Germany
ISBN-10: 3540540628
Pagini: 676
Ilustrații: XXXVI, 636 p.
Dimensiuni: 155 x 235 x 40 mm
Greutate: 1.12 kg
Ediția:1992
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Stochastic Modelling and Applied Probability
Locul publicării:Berlin, Heidelberg, Germany
Public țintă
ResearchCuprins
1. Probability and Statistics.- 2. Probability and Stochastic Processes.- 3. Ito Stochastic Calculus.- 4. Stochastic Differential Equations.- 5. Stochastic Taylor Expansions.- 6. Modelling with Stochastic Differential Equations.- 7. Applications of Stochastic Differential Equations.- 8. Time Discrete Approximation of Deterministic Differential Equations.- 9. Introduction to Stochastic Time Discrete Approximation.- 10. Strong Taylor Approximations.- 11. Explicit Strong Approximations.- 12. Implicit Strong Approximations.- 13. Selected Applications of Strong Approximations.- 14. Weak Taylor Approximations.- 15. Explicit and Implicit Weak Approximations.- 16. Variance Reduction Methods.- 17. Selected Applications of Weak Approximations.- Solutions of Exercises.- Bibliographical Notes.
Recenzii
"... the authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible. This was not an easy task... Their exposition stresses clarity, not formality - a very welcome approach." ZAMP
Textul de pe ultima copertă
The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, in both theory and applications, emphasising the numerical methods needed to solve such equations. It assumes of the reader an undergraduate background in mathematical methods typical of engineers and physicists, though many chapters begin with a descriptive summary. The book is also accessible to others who only require numerical recipes. The stochastic Taylor expansion provides the basis for the discrete time numerical methods for differential equations. The book presents many new results on high-order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extra-polation and variance-reduction methods. Besides serving as a basic text on such methods, the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable. To help the reader to develop an intuitive understanding of the underlying mathematics and hand-on numerical skills, exercises and over 100 PC-Exercises are included.
Caracteristici
The book is interdisciplinary in its appoach and orientation It places equal emphasis on both theory and applications Besides serving as a basic text on stochastic differential equations it derives and discusses the numerical methods needed to solve such equations Includes supplementary material: sn.pub/extras