"The modelling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. One important class of stochastic mathematical models is stochastic partial differential equations (SPDEs), which can be seen as deterministic partial differential equations (PDEs) with finite or infinite dimensional stochastic processes - either with colour noise or white noise. ...
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"The modelling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. One important class of stochastic mathematical models is stochastic partial differential equations (SPDEs), which can be seen as deterministic partial differential equations (PDEs) with finite or infinite dimensional stochastic processes - either with colour noise or white noise. Though white noise is a purely mathematical construction, it can be a good model for rapid random fluctuations. This research monograph concerns analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. The first chapter of the book provides a theoretical basis for working with SDEs and stochastic processes. This book has been written in a simple and clear mathematical logical language. The basic definitions and theorems on stochastic calculus have been provided initially. Each chapter contains illustrated examples via figures and tables. Problems are included which will help readers understand the theories better. Also, the reader can construct new wavelets by using the procedure presented in the book. It will certainly fill up the blank space that the lack of a comprehensive book has caused"--
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Add this copy of Stochastic Integral & Differential Equations in Math to cart. $111.79, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2023 by Wspc (Europe).
Add this copy of Stochastic Integral and Differential Equations in to cart. $120.84, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2023 by World Scientific Publishing Europe Ltd.
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Fine. Sewn binding. Cloth over boards. 320 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Stochastic Integral and Differential Equations in to cart. $120.93, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2023 by World Scientific Publishing Europe Ltd.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 320 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
