Modeling with It� Stochastic Differential Equations: Theory and Applications) - Couverture souple

Allen, E.

9789048174874: Modeling with It� Stochastic Differential Equations: Theory and Applications)

Couverture souple

ISBN 10 : 9048174872 ISBN 13 : 9789048174874

Editeur : Springer, 2010

Afficher les exemplaires de cette �dition comportant l?ISBN

1 D'occasion

De EUR 167,35

8 Neuf

De EUR 93

Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained.

This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text.

Modeling with It� Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming.

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

Pr�sentation de l'�diteur

This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteurSpringer
Date d'�dition2010
ISBN 10 9048174872
ISBN 13 9789048174874
ReliureBroch�
Langueanglais
Num�ro d'�dition1
Nombre de pages244
Coordonn�es du fabricantnon disponible

Acheter D'occasion

�tat : Comme neuf

Like New

Afficher cet article

EUR 167,35

Autre devise

EUR 29,65 exp�dition depuis Royaume-Uni vers France

Destinations, frais et d�lais

Ajouter au panier

Acheter neuf

Afficher cet article

EUR 93

Autre devise

EUR 9,70 exp�dition depuis Allemagne vers France

Destinations, frais et d�lais

Ajouter au panier

Autres �ditions populaires du m�me titre

9781402059520: Modeling With Ito Stochastic Differential Equations

Edition pr�sent�e

ISBN 10 : 1402059523 ISBN 13 : 9781402059520
Editeur : Springer-Verlag New York Inc., 2007
Couverture rigide

R�sultats de recherche pour Modeling with It� Stochastic Differential Equations:...

Image fournie par le vendeur

Modeling with It� Stochastic Differential Equations

E. Allen

Edit� par Springer Netherlands, 2010

ISBN 10 : 9048174872 ISBN 13 : 9789048174874

Neuf Couverture souple

impression � la demande

Vendeur : moluna, Greven, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A procedure is thoroughly explained for constructing realistic stochastic differential equation modelsMany stochastic differential equation models are developed for randomly varying systems in biology, physics, and financeRandom variables, . N� de r�f. du vendeur 5821327

Contacter le vendeur

Acheter neuf

EUR 93

Autre devise

Frais de port : EUR 9,70

De Allemagne vers France

Destinations, frais et d�lais

Quantit� disponible : Plus de 20 disponibles

Ajouter au panier

Image fournie par le vendeur

Modeling with It� Stochastic Differential Equations

E. Allen

Edit� par Springer Netherlands Nov 2010, 2010

ISBN 10 : 9048174872 ISBN 13 : 9789048174874

Neuf Taschenbuch

impression � la demande

Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. 244 pp. Englisch. N� de r�f. du vendeur 9789048174874

Contacter le vendeur

Acheter neuf

EUR 106,99

Autre devise

Frais de port : EUR 11

De Allemagne vers France

Destinations, frais et d�lais

Quantit� disponible : 2 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Modeling with It� Stochastic Differential Equations

E. Allen

Edit� par Springer Netherlands, Springer Netherlands, 2010

ISBN 10 : 9048174872 ISBN 13 : 9789048174874

Neuf Taschenbuch

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. Modeling with It� Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming. N� de r�f. du vendeur 9789048174874

Contacter le vendeur

Acheter neuf

EUR 109,94

Autre devise

Frais de port : EUR 10,99

De Allemagne vers France

Destinations, frais et d�lais

Quantit� disponible : 1 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Modeling with It� Stochastic Differential Equations

E. Allen

Edit� par Springer Netherlands, Springer Netherlands Nov 2010, 2010

ISBN 10 : 9048174872 ISBN 13 : 9789048174874

Neuf Taschenbuch

Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. Neuware -Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained.This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text.Modeling with It� Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 244 pp. Englisch. N� de r�f. du vendeur 9789048174874

Contacter le vendeur