Stochastic integration and differential equations, Protter, Philip
Автор: Strang Название: Differential Equations and Linear Algebra ISBN: 0980232791 ISBN-13(EAN): 9780980232790 Издательство: Cambridge Academ Рейтинг: Цена: 60180.00 T Наличие на складе: Невозможна поставка. Описание: Differential equations and linear algebra are two central topics in the undergraduate mathematics curriculum. This innovative textbook allows the two subjects to be developed either separately or together, illuminating the connections between two fundamental topics, and giving increased flexibility to instructors. It can be used either as a semester-long course in differential equations, or as a one-year course in differential equations, linear algebra, and applications. Beginning with the basics of differential equations, it covers first and second order equations, graphical and numerical methods, and matrix equations. The book goes on to present the fundamentals of vector spaces, followed by eigenvalues and eigenvectors, positive definiteness, integral transform methods and applications to PDEs. The exposition illuminates the natural correspondence between solution methods for systems of equations in discrete and continuous settings. The topics draw on the physical sciences, engineering and economics, reflecting the author's distinguished career as an applied mathematician and expositor.
Автор: Oksendal Название: Stochastic Differential Equations ISBN: 3540047581 ISBN-13(EAN): 9783540047582 Издательство: Springer Рейтинг: Цена: 54820.00 T Наличие на складе: Есть Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: Xie Название: Differential Equations for Engineers ISBN: 1107632951 ISBN-13(EAN): 9781107632950 Издательство: Cambridge Academ Рейтинг: Цена: 63360.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.
Автор: Bluman, George W. Anco, Stephen C. Название: Symmetry and integration methods for differential equations ISBN: 1441931473 ISBN-13(EAN): 9781441931474 Издательство: Springer Рейтинг: Цена: 153720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text discusses Lie groups of transformations and basic symmetry methods for solving ordinary and partial differential equations. It places emphasis on explicit computational algorithms to discover symmetries admitted by differential equations and to construct solutions resulting from symmetries.
Автор: Sigrun Bodine; Donald A. Lutz Название: Asymptotic Integration of Differential and Difference Equations ISBN: 3319182471 ISBN-13(EAN): 9783319182476 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents the theory of asymptotic integration for both linear differential and difference equations.
The book assists Calculus students to gain a better understanding and command of integration and its applications. It reaches to students in more advanced courses such as Multivariable Calculus, Differential Equations, and Analysis, where the ability to effectively integrate is essential for their success.
Keeping the reader constantly focused on the three principal epistemological questions: "What for?," "Why?," and "How?," the book is designated as a supplementary instructional tool and consists of
9 Chapters treating the three kinds of integral: indefinite, definite, and improper. Also covering various aspects of integral calculus from abstract definitions and theorems (with complete proof whenever appropriate) through various integration techniques to applications,
3 Appendices containing a table of basic integrals, reduction formulas, and basic identities of algebra and trigonometry.
It also contains
143 Examples, including 112 thoughtfully selected Problems with complete step-by-step solutions, the same problem occasionally solved in more than one way while encouraging the reader to find the most efficient integration path, and
6 Exercises, 162 Practice Problems offered at the end of each chapter starting with Chapter 2 as well as 30 Mixed Integration Problems "for dessert," where the reader is expected to independently choose and implement the best possible integration approach.
The Answers to all the 192 Problems are provided in the Answer Key. The book will benefit undergraduates, advanced undergraduates, and members of the public with an interest in science and technology, helping them to master techniques of integration at the level expected in a calculus course.
Автор: Hairer, E. Название: Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations ISBN: 3540306633 ISBN-13(EAN): 9783540306634 Издательство: Springer Рейтинг: Цена: 149060.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book covers numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. The long-time behavior of the numerical solutions is studied using a backward error analysis combined with KAM theory.
Автор: Ahmad Shair Название: Textbook on Ordinary Differential Equations ISBN: 3319164074 ISBN-13(EAN): 9783319164076 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The second edition has been revised to correct minor errata, and features a number of carefully selected new exercises, together with more detailed explanations of some of the topics. A complete Solutions Manual, containing solutions to all the exercises published in the book, is available.
Автор: Protter Philip E. Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1 ISBN: 3540003134 ISBN-13(EAN): 9783540003137 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.
Автор: Wazwaz Abdul-Majid Название: First Course In Integral Equations, A (Second Edition) ISBN: 9814675121 ISBN-13(EAN): 9789814675123 Издательство: World Scientific Publishing Рейтинг: Цена: 42240.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This second edition integrates the newly developed methods with classical techniques to give both modern and powerful approaches for solving integral equations.
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