Ihre Suche nach "stochastic differential equation" ergab 9 Treffer

Ansicht:
Panpan Ren Feng-Yu Wang: Distribution Dependent Stochastic Differential Equations, Buch

Panpan Ren Feng-Yu Wang
Distribution Dependent Stochastic Differential Equations

Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type o…

lieferbar innerhalb 2-3 Wochen
Buch
EUR 179,72*
Edward C. Waymire: Continuous Parameter Markov Processes and Stochastic Differential Equations, Buch

Edward C. Waymire, Rabi Bhattacharya
Continuous Parameter Markov Processes and Stochastic Differential Equations

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing …

lieferbar innerhalb 2-3 Wochen
Buch
EUR 69,33*
T. E. Govindan: Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications, Buch

T. E. Govindan
Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the varied …

lieferbar innerhalb 2-3 Wochen
Buch
EUR 142,37*
Joseph L. Awange: Mathematical Geosciences, Buch

Joseph L. Awange, Lajos Völgyesi, Robert H. Lewis, Béla Paláncz
Mathematical Geosciences

This second edition of Mathematical Geosciences book adds five new topics: Solution equations with uncertainty, which proposes two novel methods for solving nonlinear geodetic equations as stochastic vari…

lieferbar innerhalb 2-3 Wochen
Buch
EUR 96,00*
Michael Röckner: Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts, Buch

Michael Röckner, Viorel Barbu
Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts

Lecture Notes in Mathematics -Band 2353

This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory o…

lieferbar innerhalb 2-3 Wochen
Buch
EUR 65,71*
: Dynamic Control and Optimization, Buch

Dynamic Control and Optimization

Springer Proceedings in Mathematics & Statistics -Band 407

This book contains the revised selected papers of the International Conference on Dynamic Monitoring and Optimization, DCO 2021, held in Aveiro, Portugal, February 3-5, 2021. The papers present achievemen…

lieferbar innerhalb 2-3 Wochen
Buch
EUR 186,19*
Andrea Pascucci: Probability Theory II, Buch

Andrea Pascucci
Probability Theory II

La Matematica per il 3+2 -Band 166

This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, …

lieferbar innerhalb 2-3 Wochen
Buch
EUR 63,99*
Dan Crisan: Stochastic Calculus in Infinite Dimensions and SPDEs, Buch

Dan Crisan, Daniel Goodair
Stochastic Calculus in Infinite Dimensions and SPDEs

SpringerBriefs in Mathematics

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach. Firstly, Straton…

lieferbar innerhalb 2-3 Wochen
Buch
EUR 54,75*
Paul Krühner: Stochastic Models for Prices Dynamics in Energy and Commodity Markets, Buch

Paul Krühner, Fred Espen Benth
Stochastic Models for Prices Dynamics in Energy and Commodity Markets

Springer Finance

This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in…

lieferbar innerhalb 2-3 Wochen
Buch
EUR 142,37*
Informationen zur Lieferbarkeit bzw. zu Veröffentlichungsterminen von Artikeln beruhen auf Vorabinformationen unserer Lieferanten. Diese Termine sind ohne Gewähr und können sich jederzeit ändern.