Stochastic Integration and Differential Equations, Protter, Philip E.

Автор: Protter Philip E.
Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1
ISBN: 3540003134 ISBN-13(EAN): 9783540003137
Издательство: Springer
Цена: 79190 T
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: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 84780.00 T
Наличие на складе: Есть
Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

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: Baleanu Dumitru, Mustafa Octavian G., Baleanu D.
Название: Asymptotic Integration and Stability: For Ordinary, Functional and Discrete Differential Equations of Fractional Order
ISBN: 981464109X ISBN-13(EAN): 9789814641098
Издательство: World Scientific Publishing
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Цена: 83430.00 T
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Описание: This volume presents several important and recent contributions to the emerging field of fractional differential equations in a self-contained manner.

Автор: Weintraub, Steven
Название: Differential forms
ISBN: 0123944031 ISBN-13(EAN): 9780123944030
Издательство: Elsevier Science
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Цена: 98800.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers many examples of computations and research applications across the fields of applied mathematics, engineering, and physics. This title provides a solid theoretical basis of how to develop and apply differential forms to real research problems. It includes computational methods for graphical results essential for math modeling.

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.

Название: Churchill`s Differential Diagnosis, Pocketbook with CD-ROM PDA Software, 2nd Edition
ISBN: 0443101892 ISBN-13(EAN): 9780443101892
Издательство: Elsevier Science
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Цена: 51080.00 T
Наличие на складе: Невозможна поставка.
Описание: Helps the student and junior doctor to move from a presenting problem to a diagnosis. This product provides the user with the diagnostic content for loading onto a PDA from the enclosed CD-ROM. It provides a brief definition of each problem; a reference table of possible diagnoses ordered by body system; and others.

Автор: Peter Kotelenez
Название: Stochastic Ordinary and Stochastic Partial Differential Equations
ISBN: 1489986588 ISBN-13(EAN): 9781489986580
Издательство: Springer
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Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail.

Автор: Rong SITU
Название: Theory of Stochastic Differential Equations with Jumps and Applications
ISBN: 1441937714 ISBN-13(EAN): 9781441937711
Издательство: Springer
Рейтинг:
Цена: 174130.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems.

Автор: Raftery, Andrew
Название: Churchill`s Pocketbook of Differential Diagnosis
ISBN: 070205402X ISBN-13(EAN): 9780702054020
Издательство: Elsevier Science
Рейтинг:
Цена: 34380.00 T
Наличие на складе: Поставка под заказ.
Описание: Making a correct diagnosis is one of the key aspects of every medical student`s and junior doctor`s clinical training, and problem-based learning is now widely used to focus on the causes behind the presentation of a clinical feature. This book offers information that helps the reader move from a presenting problem to an accurate diagnosis.

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.