Kloeden peter e (141 résultats)

Etat : Very Good. 1st Edition. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Etat : Good. VG condition book without dust jacket. Boards are clean with little wear. Book has clean and bright contents.

Etat : Good. VG condition book without dust jacket. Boards are clean with little wear. Book has clean and bright contents.

Etat : Good. VG condition book without dust jacket. Boards are clean with little wear. Book has clean and bright contents.

Etat : Very Good. 1st Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.…

Hard cover. Sewn binding. Cloth over boards. 636 p. Stochastic Modelling and Applied Probability, 23. Audience: General/trade. Very good. light shelfwear, previous owner name on first page, 3rd Corrected 1992, Corr. 4th Printing 2011 ed.

Etat : Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: Reprint ] Publisher: Springer Pub Date: 6/29/1999 Binding: Hardcover Pages: 636 Reprint edition.

Etat : New.

Erste Ausgabe. 8vo. 215 S. Mit 13 Abbildungen. Orig.-Pappband mit Schutzumschlag 427 g Verlagsfrisch.

Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9783319030791.

Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Etat : New.

Etat : As New. Unread book in perfect condition.

HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000.

Etat : New.

Etat : Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000.

EA, 215 S., OPbd. m. OU., sehr gut erhalten Aufgrund der EPR-Regelung kann in folgende Länder KEIN Versand mehr erfolgen: Bulgarien, Finnland, Frankreich, Griechenland, Luxemburg, Österreich, Polen, Rumänien, Schweden, Slowakei, Spanien.

Etat : New.

Hardback. Etat : New. The nature of time in a nonautonomous dynamical system is very different from that in autonomous systems, which depend only on the time that has elapsed since starting rather than on the actual time itself. Consequently, limiting objects may not exist in actual time as in autonomous systems. New concepts of attractors in nonautonomous dynamical system are thus required.In addition, the definition of a dynamical system itself needs to be generalised to the nonautonomous context. Here two possibilities are considered: two-parameter semigroups or processes and the skew product flows. Their attractors are defined in terms of families of sets that are mapped onto each other under the dynamics rather than a single set as in autonomous systems. Two types of attraction are now possible: pullback attraction, which depends on the behaviour from the system in the distant past, and forward attraction, which depends on the behaviour of the system in the distant future. These are generally independent of each other.The component subsets of pullback and forward attractors exist in actual time. The asymptotic behaviour in the future limit is characterised by omega-limit sets, in terms of which form what are called forward attracting sets. They are generally not invariant in the conventional sense, but are asymptotically invariant in general and, if the future dynamics is appropriately uniform, also asymptotically negatively invariant.Much of this book is based on lectures given by the authors in Frankfurt and Wuhan. It was written mainly when the first author held a "Thousand Expert" Professorship at the Huazhong University of Science and Technology in Wuhan.…

Etat : new.

Etat : New.

Hardback. Etat : New. This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.Although introductory, the book covers a range of modern research topics, including Itô versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.…

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New. pp. 336.

Etat : As New. Unread book in perfect condition.

Hardcover. Etat : Brand New. 289 pages. 10.31x7.28x0.87 inches. In Stock.

Etat : New.

Paperback. Etat : Brand New. 2013 edition. 312 pages. 9.00x6.00x0.75 inches. In Stock.