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Numerical Integration of Stochastic Differential Equations - G.N. Milstein, G. N. Milstein
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G.N. Milstein, G. N. Milstein:
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ID: 978079233213

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. G.N. Milstein, G. N. Milstein, Books, Numerical Integration of Stochastic Differential Equations Books, Springer Netherlands

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Numerical Integration of Stochastic Differential Equations - G. N. Milstein
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G. N. Milstein:
Numerical Integration of Stochastic Differential Equations - neues Buch

ISBN: 9780792332138

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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. br/ 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. br/ 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. br/ Numerical Integration of Stochastic Differential Equations Bücher > Fremdsprachige Bücher > Englische Bücher gebundene Ausgabe 30.11.1994 Buch (fremdspr.), Springer, .199

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Numerical Integration of Stochastic Differential Equations - G. N. Milstein
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Numerical Integration of Stochastic Differential Equations - neues Buch

ISBN: 9780792332138

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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. br/ 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. br/ 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. br/ Numerical Integration of Stochastic Differential Equations Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, Springer

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Numerical Integration of Stochastic Differential Equations:Mathematics and Its Applications. 1995. Auflage G. N. Milstein Numerical Integration of Stochastic Differential Equations:Mathematics and Its Applications. 1995. Auflage G. N. Milstein Bücher > Wissenschaft > Mathematik, Springer

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Mathematics and Its Applications. 1995. Auflage Mathematics and Its Applications. 1995. Auflage Bücher > Wissenschaft > Mathematik, [PU: Kluwer Academic Publishers]

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Details zum Buch
Numerical Integration of Stochastic Differential Equations
Autor:

Milstein, Grigori N.

Titel:

Numerical Integration of Stochastic Differential Equations

ISBN-Nummer:

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.

Detailangaben zum Buch - Numerical Integration of Stochastic Differential Equations


EAN (ISBN-13): 9780792332138
ISBN (ISBN-10): 079233213X
Gebundene Ausgabe
Erscheinungsjahr: 1994
Herausgeber: Springer-Verlag GmbH
184 Seiten
Gewicht: 0,444 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 11.04.2007 21:52:46
Buch zuletzt gefunden am 10.06.2017 22:44:07
ISBN/EAN: 079233213X

ISBN - alternative Schreibweisen:
0-7923-3213-X, 978-0-7923-3213-8


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