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Synopsis
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 Itô 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.
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Présentation de l'éditeur
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 référence à une autre édition de ce titre.
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Modeling with Itô Stochastic Differential Equations
Edité par
Springer Netherlands, 2010
ISBN 10 : 9048174872
ISBN 13 : 9789048174874
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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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 réf. du vendeur 5821327
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Modeling with Itô Stochastic Differential Equations
Edité par
Springer Netherlands Nov 2010, 2010
ISBN 10 : 9048174872
ISBN 13 : 9789048174874
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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 réf. du vendeur 9789048174874
Quantité disponible : 2 disponible(s)
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Modeling with Itô Stochastic Differential Equations
Edité par
Springer Netherlands, Springer Netherlands, 2010
ISBN 10 : 9048174872
ISBN 13 : 9789048174874
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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 Itô 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 réf. du vendeur 9789048174874
Quantité disponible : 1 disponible(s)
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Modeling with Itô Stochastic Differential Equations
Edité par
Springer Netherlands, Springer Netherlands Nov 2010, 2010
ISBN 10 : 9048174872
ISBN 13 : 9789048174874
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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 Itô 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 réf. du vendeur 9789048174874
Quantité disponible : 2 disponible(s)
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9789048174874
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9789048174874_new
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Modeling with It? Stochastic Differential Equations
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 244. N° de réf. du vendeur 2614418894
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Modeling with Ito Stochastic Differential Equations
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 235 pages. 9.00x6.00x0.55 inches. In Stock. N° de réf. du vendeur x-9048174872
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Modeling with It? Stochastic Differential Equations
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 244 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 11254801
Quantité disponible : 4 disponible(s)
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Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New. N° de réf. du vendeur ABLIING23Apr0316110338648
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