Avner Friedman
Stochastic Differential Equations and Applications
Volume 2
Ebook (PDF Format)
Stochastic Differential Equations and Applications, Volume 2 is an eight-chapter text that focuses on the practical aspects of stochastic differential equations. This volume begins with a presentation of the auxiliary results in partial differential equations that are needed in the sequel. The succeeding chapters describe the behavior of the sample paths of solutions of stochastic differential equations. These topics are followed by a consideration of an issue whether the paths can hit a given set with positive probability, as well as the stability of paths about a given manifold and with spiraling of paths about this manifold. Other chapters…
Mehr
Beschreibung
Stochastic Differential Equations and Applications, Volume 2 is an eight-chapter text that focuses on the practical aspects of stochastic differential equations. This volume begins with a presentation of the auxiliary results in partial differential equations that are needed in the sequel. The succeeding chapters describe the behavior of the sample paths of solutions of stochastic differential equations. These topics are followed by a consideration of an issue whether the paths can hit a given set with positive probability, as well as the stability of paths about a given manifold and with spiraling of paths about this manifold. Other chapters deal with the applications to partial equations, specifically with the Dirichlet problem for degenerate elliptic equations. These chapters also explore the questions of singular perturbations and the existence of fundamental solutions for degenerate parabolic equations. The final chapters discuss stopping time problems, stochastic games, and stochastic differential games.This book is intended primarily to undergraduate and graduate mathematics students.
CHF 70.90
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
Produktdetails
Weitere Autoren: Birnbaum, Z. W. (Hrsg.) / Lukacs, E. (Hrsg.)
- ISBN: 978-1-4832-1788-8
- EAN: 9781483217888
- Produktnummer: 36168678
- Verlag: Elsevier Science & Techn.
- Sprache: Englisch
- Erscheinungsjahr: 2014
- Seitenangabe: 316 S.
- Plattform: PDF
56 weitere Werke von Avner Friedman:
Bewertungen
0 von 0 Bewertungen
Anmelden
Keine Bewertungen gefunden. Seien Sie der Erste und teilen Sie Ihre Erkenntnisse mit anderen.