Stochastic equations and differential geometry, Belopolskaya, Y. I. Dalecky, Yu. L.

Автор: Strang
Название: Differential Equations and Linear Algebra
ISBN: 0980232791 ISBN-13(EAN): 9780980232790
Издательство: Cambridge Academ
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Цена: 60180.00 T
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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: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 55890.00 T
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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: Protter Philip E.
Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1
ISBN: 3540003134 ISBN-13(EAN): 9783540003137
Издательство: Springer
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Цена: 79190.00 T
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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: Ya.I. Belopolskaya; Yu.L. Dalecky
Название: Stochastic Equations and Differential Geometry
ISBN: 9027728070 ISBN-13(EAN): 9789027728074
Издательство: Springer
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Цена: 88500.00 T
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Описание: 'Et moi, ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com- puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Автор: Ahmad Shair
Название: Textbook on Ordinary Differential Equations
ISBN: 3319164074 ISBN-13(EAN): 9783319164076
Издательство: Springer
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Цена: 46570.00 T
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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: Xie
Название: Differential Equations for Engineers
ISBN: 1107632951 ISBN-13(EAN): 9781107632950
Издательство: Cambridge Academ
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Цена: 63360.00 T
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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: Wazwaz Abdul-Majid
Название: First Course In Integral Equations, A (Second Edition)
ISBN: 9814675121 ISBN-13(EAN): 9789814675123
Издательство: World Scientific Publishing
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Цена: 42240.00 T
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Описание: This second edition integrates the newly developed methods with classical techniques to give both modern and powerful approaches for solving integral equations.

Автор: Morris W. Hirsch
Название: Differential Equations, Dynamical Systems, and an Introduction to Chaos
ISBN: 0123820103 ISBN-13(EAN): 9780123820105
Издательство: Elsevier Science
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Цена: 88690.00 T
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Описание: Suitable for students in the fields of mathematics, science, and engineering, this title provides a theoretical approach to dynamical systems and chaos. It helps them to analyze the types of differential equations that arise in their area of study.

Автор: Joseph L. McCauley
Название: Stochastic Calculus and Differential Equations for Physics and Finance
ISBN: 0521763401 ISBN-13(EAN): 9780521763400
Издательство: Cambridge Academ
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Цена: 132000.00 T
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Описание: Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice.