ISBN: 9783845407913 - stochastic differential equations and its appplications: stochastic analysis of the dynamic systems (8 résultats)

Etat : New. pp. 252.

Taschenbuch. Etat : Neu. STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS | Stochastic analysis of the dynamic systems | Ilya Gikhman | Taschenbuch | 252 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783845407913 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing. 252 pp. Englisch.…

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Gikhman IlyaOver 30 years of mathematical research. Research and teaching experience in cross-disciplinary fields. Core area of interests include Probability, Statistics, finance applications, stochastic ordinary and partial differe. …

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.…

Etat : New. Print on Demand pp. 252 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 252 pp. Englisch.…

Etat : New. PRINT ON DEMAND pp. 252.