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eBook Introduction to Stochastic Differential Equations (Pure  Applied Mathematics) ePub

eBook Introduction to Stochastic Differential Equations (Pure Applied Mathematics) ePub

by Thomas C. Gard

  • ISBN: 082477776X
  • Category: Science and Mathematics
  • Subcategory: Other
  • Author: Thomas C. Gard
  • Language: English
  • Publisher: Marcel Dekker Inc (January 1, 1988)
  • Pages: 234
  • ePub book: 1258 kb
  • Fb2 book: 1115 kb
  • Other: mbr mobi docx txt
  • Rating: 4.4
  • Votes: 594

Description

Part of the Texts in Applied Mathematics book series (TAM, volume 60. Brownian Motion Stochastic Differential Equation Strong Solution Stochastic Resonance Planck Equation.

Part of the Texts in Applied Mathematics book series (TAM, volume 60). Abstract. In this chapter, we study diffusion processes at the level of paths. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves. Introduction to stochastic differential equations, volume 114 of Monographs and Textbooks in Pure and Applied Mathematics. Marcel Dekker In. New York, 1988.

Download books for free. Series: Pure and Applied Mathematics.

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Thomas C. Gard Introduction to Stochastic Differential Equations (Pure & Applied Mathematics). ISBN 13: 9780824777760. Introduction to Stochastic Differential Equations (Pure & Applied Mathematics).

This book gives an introduction to the basic theory of stochastic calculus and its applications. economics, biology and physics.

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An Introduction to Stochastic Differential Equations with Reection. differential equations that I have given at the University of Potsdam and the Technical. Lectures in Pure and Applied Mathematics 1. Lectures in Pure and Applied Mathematics. Andrey Pilipenko. An Introduction to Stochastic Differential Equations. Potsdam University Press. 1845 Stochastic analysis with applications in biology, nance and physics.

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as unstable stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process.

Introduction to Stochastic Differential Equations; Marcel Dekker: Basel, Swizherland, 1988.