Approximations to Probabilistic Characteristics of Stochastic Differential Equations - Couverture souple

Cui, Jianbo ; Hong, Jialin ; Sheng, Derui

9789819588121: Approximations to Probabilistic Characteristics of Stochastic Differential Equations

Couverture souple

ISBN 10 : 981958812X ISBN 13 : 9789819588121

Editeur : Springer Verlag, Singapore, 2026

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This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings.

This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations.

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

� propos de l'auteur

Jianbo Cui, assistant professor, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, HongKong

Prof. Jialin Hong, professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China

Derui Sheng, Postdoctoral researcher,Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, HongKong

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

�diteur: Springer Verlag, Singapore
Date d'�dition: 2026
Langue: anglais
ISBN 10: 981958812X
ISBN 13: 9789819588121
Reliure: Broch�
Nombre de pages: 394
Coordonn�es du fabricant: Springer Nature Customer Service Center GmbH
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Approximations to Probabilistic Characteristics of Stochastic Differential Equations (Paperback)

Jianbo Cui

Edit� par Springer Verlag, Singapore, Singapore, 2026

ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Paperback. Etat : new. Paperback. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings. This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N� de r�f. du vendeur 9789819588121

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Approximations to Probabilistic Characteristics of Stochastic Differential Equations (Lecture Notes in Mathematics, 2391)

Cui, Jianbo; Hong, Jialin; Sheng, Derui

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ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Approximations to Probabilistic Characteristics of Stochastic Differential Equations

Jianbo Cui

Edit� par Springer Nature B.V. Sep 2026, 2026

ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings.This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. 396 pp. Englisch. N� de r�f. du vendeur 9789819588121

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Approximations to Probability Characteristics of Stochastic Differential Equations

Cui, Jianbo/Hong, Jialin/Sheng, Derui

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Approximations to Probabilistic Characteristics of Stochastic Differential Equations

Jianbo Cui

Edit� par Springer, 2026

ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings.This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. N� de r�f. du vendeur 9789819588121

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Approximations to Probability Characteristics of Stochastic Differential Equations

Cui, Jianbo; Hong, Jialin; Sheng, Derui

Edit� par Springer, 2026

ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Approximations to Probability Characteristics of Stochastic Differential Equations

Cui, Jianbo; Hong, Jialin; Sheng, Derui

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ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Approximations To Probabilistic Characteristics Of Stochastic Differential Equations

Cui, Jianbo Hong, Jialin Sheng, Derui

Edit� par Springer Verlag, Singapore, 2026

ISBN 10 : 981958812X ISBN 13 : 9789819588121

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Approximations to Probabilistic Characteristics of Stochastic Differential Equations (Paperback)

Jianbo Cui

Edit� par Springer Verlag, Singapore, Singapore, 2026

ISBN 10 : 981958812X ISBN 13 : 9789819588121

Neuf Paperback

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Paperback. Etat : new. Paperback. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settings. This book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations. This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N� de r�f. du vendeur 9789819588121

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