Analytic Theory of It?-Stochastic Differential Equations with Non-smooth Coefficients, Lee
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: Platen Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance ISBN: 3642120571 ISBN-13(EAN): 9783642120572 Издательство: Springer Рейтинг: 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: Pei-Dong Liu; Min Qian Название: Smooth Ergodic Theory of Random Dynamical Systems ISBN: 3540600043 ISBN-13(EAN): 9783540600046 Издательство: Springer Рейтинг: Цена: 41920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text studies ergodic-theoretic aspects of random dynamical systems, for example, deterministic systems with noise. It aims to present a systematic treatment of a series of recent results concerning invariant measures, entropy and Lyapunov exponents of such systems.
Автор: Vladimir Kozlov; Vladimir Maz`ya Название: Differential Equations with Operator Coefficients ISBN: 3540651195 ISBN-13(EAN): 9783540651192 Издательство: Springer Рейтинг: Цена: 116450.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The first systematic, self-contained presentation of a theory of arbitrary order ODEs with unbounded operator coefficients in a Hilbert or Banach space. Developed over the last 10 years by the authors, it deals with conditions of solvability, classes of uniqueness, estimates for solutions and asymptotic representations of solutions at infinity.
Автор: M. Arato Название: Linear Stochastic Systems with Constant Coefficients ISBN: 3540120904 ISBN-13(EAN): 9783540120902 Издательство: Springer Рейтинг: Цена: 81050.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: S. Johansen Название: Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data ISBN: 0387909680 ISBN-13(EAN): 9780387909684 Издательство: Springer Рейтинг: Цена: 107130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The most important statistical concepts are the general linear model for Gaussian variables and the general methods of maximum likelihood estimation as well as the likelihood ratio test.
Автор: Vladimir Kozlov; Vladimir Maz`ya Название: Differential Equations with Operator Coefficients ISBN: 3642084532 ISBN-13(EAN): 9783642084539 Издательство: Springer Рейтинг: Цена: 116450.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The first systematic, self-contained presentation of a theory of arbitrary order ODEs with unbounded operator coefficients in a Hilbert or Banach space. Developed over the last 10 years by the authors, it deals with conditions of solvability, classes of uniqueness, estimates for solutions and asymptotic representations of solutions at infinity.
Автор: Tatsuo Nishitani Название: Hyperbolic Systems with Analytic Coefficients ISBN: 3319022725 ISBN-13(EAN): 9783319022727 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: With regard to sufficient conditions for (B), we introduce hyperbolic systems with nondegenerate characteristics, which contain strictly hyperbolic systems, and prove that the Cauchy problem for hyperbolic systems with nondegenerate characteristics is well posed for any lower order term.
Автор: Miroljub Jevtic; Dragan Vukotic; Milos Arsenovic Название: Taylor Coefficients and Coefficient Multipliers of Hardy and Bergman-Type Spaces ISBN: 3319456431 ISBN-13(EAN): 9783319456430 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides a systematic overview of the theory of Taylor coefficients of functions in some classical spaces of analytic functions and especially of the coefficient multipliers between spaces of Hardy type.
Автор: Maria Colombo Название: Flows of Non-Smooth Vector Fields and Degenerate Elliptic Equations ISBN: 887642606X ISBN-13(EAN): 9788876426063 Издательство: Springer Рейтинг: Цена: 16770.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text represents a sort of customary or ordinal for the English court chapel in 1449, intended to govern the life of the 49 people, including choirboys, who were the staff of this peripatetic establishment. It was based on earlier drafts, and was sent to Alvaro Vaz d`Almada, a knight of the Garter, for the use of Afonso V of Portugal; it includes a copy of the English coronation rites.
Автор: Feckan, Michal Название: Poincare-Andronov-Melnikov Analysis for Non-Smooth Systems ISBN: 012804294X ISBN-13(EAN): 9780128042946 Издательство: Elsevier Science Рейтинг: Цена: 77470.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Poincar -Andronov-Melnikov Analysis for Non-Smooth Systems is devoted to the study of bifurcations of periodic solutions for general n-dimensional discontinuous systems. The authors study these systems under assumptions of transversal intersections with discontinuity-switching boundaries. Furthermore, bifurcations of periodic sliding solutions are studied from sliding periodic solutions of unperturbed discontinuous equations, and bifurcations of forced periodic solutions are also investigated for impact systems from single periodic solutions of unperturbed impact equations. In addition, the book presents studies for weakly coupled discontinuous systems, and also the local asymptotic properties of derived perturbed periodic solutions.
The relationship between non-smooth systems and their continuous approximations is investigated as well. Examples of 2-, 3- and 4-dimensional discontinuous ordinary differential equations and impact systems are given to illustrate the theoretical results. The authors use so-called discontinuous Poincar mapping which maps a point to its position after one period of the periodic solution. This approach is rather technical, but it does produce results for general dimensions of spatial variables and parameters as well as the asymptotical results such as stability, instability, and hyperbolicity.
Extends Melnikov analysis of the classic Poincar and Andronov staples, pointing to a general theory for freedom in dimensions of spatial variables and parameters as well as asymptotical results such as stability, instability, and hyperbolicity
Presents a toolbox of critical theoretical techniques for many practical examples and models, including non-smooth dynamical systems
Provides realistic models based on unsolved discontinuous problems from the literature and describes how Poincar -Andronov-Melnikov analysis can be used to solve them
Investigates the relationship between non-smooth systems and their continuous approximations
The authors present a completely new and highly application-oriented field of nonlinear analysis. The work covers the theory of non-smooth input-output systems and presents various methods to non-standard applications in mathematics and physics. A particular focus lies on hysteresis and relay phenomena, electric circuits with diode nonlinearities, and biological systems with constraints.
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