Stability of Infinite Dimensional Stochastic Differential Equations with Applications, Liu, Kai

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: Govindan
Название: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
ISBN: 3319456822 ISBN-13(EAN): 9783319456829
Издательство: Springer
Рейтинг:
Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.

Автор: Govindan T. E.
Название: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
ISBN: 3319833472 ISBN-13(EAN): 9783319833477
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Preface.- Notations and Abbreviations.- Introduction and Motivating Examples.- Mathematical machinery.- Yosida Approximations of Stochastic Differential Equations.- Yosida Approximations of Stochastic Differential Equations with Jumps.- Applications to Stochastic Stability.- Applications to Stochastic Optimal Control.- Appendix A: Nuclear and Hilbert-Schmidt Operators.- Appendix B: Multivalued Maps.- Appendix C: Maximal Monotone Operators.- Appendix D: The Duality Mapping.- Appendix E: Random Multivalued Operators.- Bibliographical Notes and Remarks.- Bibliography.

Автор: Kiyosi It?
Название: Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
ISBN: 0898711932 ISBN-13(EAN): 9780898711936
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 45150.00 T
Наличие на складе: Невозможна поставка.
Описание: A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces.

Автор: Coron Jean-Michel, Li Ta-Tsien, Li Yachun
Название: One-Dimensional Hyperbolic Conservation Laws and Their Applications
ISBN: 9813276177 ISBN-13(EAN): 9789813276178
Издательство: World Scientific Publishing
Рейтинг:
Цена: 137280.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a collection of lecture notes for the LIASFMA Shanghai Summer School on 'One-dimensional Hyperbolic Conservation Laws and Their Applications' which was held during August 16 to August 27, 2015 at Shanghai Jiao Tong University, Shanghai, China. This summer school is one of the activities promoted by Sino-French International Associate Laboratory in Applied Mathematics (LIASFMA in short). LIASFMA was established jointly by eight institutions in China and France in 2014, which is aimed at providing a platform for some of the leading French and Chinese mathematicians to conduct in-depth researches, extensive exchanges, and student training in the field of applied mathematics. This summer school has the privilege of being the first summer school of the newly established LIASFMA, which makes it significant.

Автор: Giuseppe Da Prato; Luciano Tubaro
Название: Stochastic Partial Differential Equations and Applications II
ISBN: 3540515100 ISBN-13(EAN): 9783540515104
Издательство: Springer
Рейтинг:
Цена: 32560.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Boris L. Rozovskii; Richard B. Sowers
Название: Stochastic Partial Differential Equations and Their Applications
ISBN: 3540552928 ISBN-13(EAN): 9783540552925
Издательство: Springer
Рейтинг:
Цена: 81050.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main topics for discussion at the confe-rence were: non-linear SPDE`s and Markov property for randomfields, modern stochastic calculuses, numerical and asympto-tic methods for SPDE`s, applications of SPDE`s with emphasisonnon-linear filtering, stochastic control and statisticalfluid dynamics.

Автор: ?ukasz Delong
Название: Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
ISBN: 1447153308 ISBN-13(EAN): 9781447153306
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book will help make backward stochastic differential equations (BSDEs) more accessible to those interested in applying these equations to actuarial and financial problems.

Автор: R. M. M. Mattheij
Название: Partial Differential Equations
ISBN: 0898715946 ISBN-13(EAN): 9780898715941
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 142120.00 T
Наличие на складе: Нет в наличии.
Описание: Partial differential equations (PDEs) are used to describe a large variety of physical phenomena, from fluid flow to electromagnetic fields, and are indispensable to such disparate fields as aircraft simulation and computer graphics. While most existing texts on PDEs deal with either analytical or numerical aspects of PDEs, this innovative and comprehensive textbook features a unique approach that integrates analysis and numerical solution methods and includes a third component - modeling - to address real-life problems. The authors believe that modeling can be learned only by doing; hence a separate chapter containing 16 user-friendly case studies of elliptic, parabolic, and hyperbolic equations is included and numerous exercises are included in all other chapters.

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: Karl K. Sabelfeld, Nikolai A. Simonov
Название: Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications
ISBN: 3110479060 ISBN-13(EAN): 9783110479065
Издательство: Walter de Gruyter
Рейтинг:
Цена: 123910.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography