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STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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Rs. 5,886

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  • Product Description
 

This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.

Product Specifications
SKU :COC93825
AuthorIlya Gikhman
LanguageEnglish
BindingPaperback
Number of Pages252
Publishing Year2011-07-13T00:00:00.000
ISBN978-3845407913
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-08-14 00:00:00
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