Backward stochastic differential equations, Zhang, Jianfeng

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: Oksendal
Название: Stochastic Differential Equations
ISBN: 3540047581 ISBN-13(EAN): 9783540047582
Издательство: Springer
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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: Xie
Название: Differential Equations for Engineers
ISBN: 1107632951 ISBN-13(EAN): 9781107632950
Издательство: Cambridge Academ
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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: Mounir Zili; Darya V. Filatova
Название: Stochastic Differential Equations and Processes
ISBN: 3642270956 ISBN-13(EAN): 9783642270956
Издательство: Springer
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Цена: 93160.00 T
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Описание: This volume covers theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve randomly in time.

Название: Stochastic Differential Equations, Backward SDEs, Partial Di
ISBN: 3319057138 ISBN-13(EAN): 9783319057132
Издательство: Springer
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Цена: 130430.00 T
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Описание: This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

Автор: Qi L?; Xu Zhang
Название: General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
ISBN: 3319066315 ISBN-13(EAN): 9783319066318
Издательство: Springer
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Цена: 46570.00 T
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Описание: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.

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.

Автор: Giuseppe Da Prato; Luciano Tubaro
Название: Stochastic Partial Differential Equations and Applications II
ISBN: 3540515100 ISBN-13(EAN): 9783540515104
Издательство: Springer
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Цена: 32560.00 T
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Автор: Lototsky, Sergey V. Rozovsky, Boris L.
Название: Stochastic partial differential equations
ISBN: 3319586459 ISBN-13(EAN): 9783319586458
Издательство: Springer
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Цена: 65210.00 T
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Описание: Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.