Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313) - Image 1

£100.11

Springer Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313)

Name: Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313)
Brand: Springer
Price: 100.11 GBP
Availability: InStock

Applied Mathematics

This is the most expensive it has ever been. Walk away.

£100 today · previous high £100 · all-time low £99

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 63 days · 63 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 63 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £100 (42 days, 66.7%)

Price range: £99 - £100

Price levels: 2 different prices over 63 days

Description

This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (Sde). These approximations represent two fundamental aspects in the contemporary theory of Sde. Firstly, the construction of numerical methods for such systems is important as the solutions provided serve as characteristics for a number of mathematical physics problems. Secondly, the employment of probability representations together with a Monte Carlo method allows us to reduce the solution of complex multidimensional problems of mathematical physics to the integration of stochastic equations. Along with a general theory of numerical integrations of such systems, both in the mean-square and the weak sense, a number of concrete and sufficiently constructive numerical schemes are considered. Various applications and particularly the approximate calculation of Wiener integrals are also dealt with. This book is of interest to graduate students in the mathematical, physical and engineering sciences, and to specialists whose work involves differential equations, mathematical physics, numerical mathematics, the theory of random processes, estimation and control theory.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 9048144876
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 03 December 2010
Listed Since: 20 September 2010

Barcode

No barcode data available

Springer Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications: 79 (Probability Theory and Stochastic Modelling, 79)

Stochastic World (Mathematical Engineering)

Stochastic Approximation: A Dynamical Systems Viewpoint: 48 (Texts and Readings in Mathematics, 48)

Functional Integrals: Approximate Evaluation and Applications: 249 (Mathematics and Its Applications, 249)

Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics: 374 (Mathematics and Its Applications, 374)

Topics in Integral and Integro-Differential Equations: Theory and Applications: 340 (Studies in Systems, Decision and Control, 340)

Stochastic Differential Equations (Mathematics Research Developments)

Set-Valued Stochastic Integrals and Applications: 157 (Springer Optimization and Its Applications, 157)

Global and Stochastic Analysis with Applications to Mathematical Physics (Theoretical and Mathematical Physics)

Probability and Partial Differential Equations in Modern Applied Mathematics: 140 (The IMA Volumes in Mathematics and its Applications, 140)

Singular Integral Equations: Linear and Non-linear Theory and its Applications in Science and Engineering

Path Integrals in Physics: Volume I Stochastic Processes and Quantum Mechanics: 1 (Series in Mathematical and Computational Physics)

Probability and Stochastic Processes for Physicists (UNITEXT for Physics)

Numerical Simulation of Distributed Parameter Processes

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1: Basic Concepts, Exact ... (Understanding Complex Systems)

Mouvement brownien, martingales et calcul stochastique: 71 (Mathématiques et Applications, 71)

Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89)

Numerical Analysis

Computational Methods in Stochastic Dynamics: 22 (Computational Methods in Applied Sciences, 22)

Diffusions and Elliptic Operators (Probability and Its Applications)

Basic Concepts in Computational Physics

Stochastic Dynamics. Modeling Solute Transport in Porous Media (Volume 44) (North-Holland Series in Applied Mathematics and Mechanics, Volume 44)

Stochastic Spectral Theory for Selfadjoint Feller Operators: A Functional Integration Approach (Probability and Its Applications (duplicate))

Intelligent Numerical Methods: Applications to Fractional Calculus: 624 (Studies in Computational Intelligence, 624)