Numerical Integration of Stochastic Differential Equations, G.N. Milstein

Автор: Constantine Georgakis; Alexander M. Stokolos; Wilf
Название: Special Functions, Partial Differential Equations, and Harmonic Analysis
ISBN: 3319379828 ISBN-13(EAN): 9783319379821
Издательство: Springer
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Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Calderon by his friends, colleagues, and students is intended to make the mathematical community aware of his important scholarly and research contributions in contemporary Harmonic Analysis and Mathematical Models applied to Biology and Medicine, and to stimulate further research in the future in this area of pure and applied mathematics.

Автор: Galina Filipuk; Yoshishige Haraoka; S?awomir Micha
Название: Analytic, Algebraic and Geometric Aspects of Differential Equations
ISBN: 3319528416 ISBN-13(EAN): 9783319528410
Издательство: Springer
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Цена: 149060.00 T
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Описание: Preface.- An introduction to Dunkl theory and its analytic aspects.- Holonomic Systems.- Sub-Riemannian geometry and hypoelliptic operators.- Asymptotic analysis and summability of formal power series.- WKB analysis and Stokes geometry of differential equations.- Transcendental Meromorphic Solutions of P34and Small Targets.- Towards the convergence of generalized power series solutions of algebraic ODEs.- Connection problem for regular holonomic systems in several variables.- On k-summability of formal solutions for certain higher order partial differential operators with polynomial coefficients.- On Stokes phenomena for the alternate discrete PI equation.- Flat structures and algebraic solutions toPainlevй VI equation.- Relation of Semi-classical orthogonal polynomials to General Schlesinger systems via Twistor theory.- Some notes on the multi-level Gevrey solutions of singularly perturbed linear partial differential equations.- Reducibility of hypergeometric equations.- Parametric Borel summability of partial differential equations of irregular singular type.

Автор: Gunther Leobacher; Friedrich Pillichshammer
Название: Introduction to Quasi-Monte Carlo Integration and Applications
ISBN: 3319034243 ISBN-13(EAN): 9783319034249
Издательство: Springer
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Цена: 55890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.