Description du livre Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in the early fifties. As it gradually became clear that a great number of real phenomena in control theory, physics, biology, economics and other areas could be modelled by differential equations with stochastic perturbation terms, this research became somewhat feverish, with the results that a) the number of theroretical papers alone now numbers several hundred and b) workers interested in the field (especially from an applied viewpoint) have had no opportunity to consult a systematic account. This monograph, written by two of the world's authorities on prob ability theory and stochastic processes, fills this hiatus by offering the first extensive account of the calculus of random differential equations de fined in terms of the Wiener process. In addition to systematically ab stracting most of the salient results obtained thus far in the theory, it includes much new material on asymptotic and stability properties along with a potentially important generalization to equations defined with the aid of the so-called random Poisson measure whose solutions possess jump discontinuities. Although this monograph treats one of the most modern branches of applied mathematics, it can be read with profit by anyone with a knowledge of elementary differential equations armed with a solid course in stochastic processes from the measure-theoretic point of view. 368 pp. Englisch. N� de r�f. du vendeur 9783642882661

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Stochastic Differential Equations

Iosif I. Gihman|Anatolij V. Skorohod

Edit� par Springer Berlin Heidelberg (2014)

ISBN 10 : 3642882668 ISBN 13 : 9783642882661

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Description du livre Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in the early fifties. As it gradually became clear that a g. N� de r�f. du vendeur 5073048

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Stochastic Differential Equations (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge)

Gihman, Iosif I.; Skorohod, Anatolij V.

Edit� par Springer (2014)

ISBN 10 : 3642882668 ISBN 13 : 9783642882661

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Description du livre Etat : New. N� de r�f. du vendeur I-9783642882661

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Stochastic Differential Equations

Iosif I. Gihman

Edit� par Springer Berlin Heidelberg (2014)

ISBN 10 : 3642882668 ISBN 13 : 9783642882661

Neuf Taschenbuch Quantit� disponible : 1

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AHA-BUCH GmbH
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Description du livre Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in the early fifties. As it gradually became clear that a great number of real phenomena in control theory, physics, biology, economics and other areas could be modelled by differential equations with stochastic perturbation terms, this research became somewhat feverish, with the results that a) the number of theroretical papers alone now numbers several hundred and b) workers interested in the field (especially from an applied viewpoint) have had no opportunity to consult a systematic account. This monograph, written by two of the world's authorities on prob ability theory and stochastic processes, fills this hiatus by offering the first extensive account of the calculus of random differential equations de fined in terms of the Wiener process. In addition to systematically ab stracting most of the salient results obtained thus far in the theory, it includes much new material on asymptotic and stability properties along with a potentially important generalization to equations defined with the aid of the so-called random Poisson measure whose solutions possess jump discontinuities. Although this monograph treats one of the most modern branches of applied mathematics, it can be read with profit by anyone with a knowledge of elementary differential equations armed with a solid course in stochastic processes from the measure-theoretic point of view. N� de r�f. du vendeur 9783642882661

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