Stochastic integral and differential equations in mathematical modelling:
"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 mod...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey ; London ; Singapore ; Beijing ; Shanhai ; Hong Kong ; Taipei ; Chennai ; Tokyo
World Scientific
[2023]
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| Schlagworte: | |
| Zusammenfassung: | "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"-- |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xxviii, 290 Seiten Illustrationen, Diagramme 24 cm |
| ISBN: | 9781800613577 |
Internformat
MARC
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|---|---|---|---|
| 001 | BV049309421 | ||
| 003 | DE-604 | ||
| 005 | 20231024 | ||
| 007 | t | ||
| 008 | 230901s2023 xxua||| |||| 00||| eng d | ||
| 020 | |a 9781800613577 |c hardcover |9 978-1-80061-357-7 | ||
| 035 | |a (OCoLC)1395948130 | ||
| 035 | |a (DE-599)KXP1831296128 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-91G | ||
| 082 | 0 | |a 519.2/2 |2 23 | |
| 084 | |a MAT 606 |2 stub | ||
| 100 | 1 | |a Saha Ray, Santanu |d 1979- |e Verfasser |0 (DE-588)1180780701 |4 aut | |
| 245 | 1 | 0 | |a Stochastic integral and differential equations in mathematical modelling |c Santanu Saha Ray, National Institute of Technology, Rourkela, India |
| 264 | 1 | |a New Jersey ; London ; Singapore ; Beijing ; Shanhai ; Hong Kong ; Taipei ; Chennai ; Tokyo |b World Scientific |c [2023] | |
| 300 | |a xxviii, 290 Seiten |b Illustrationen, Diagramme |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 520 | 3 | |a "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"-- | |
| 653 | 0 | |a Stochastic models | |
| 653 | 0 | |a Stochastic analysis / Mathematical models | |
| 653 | 0 | |a Stochastic integral equations | |
| 653 | 0 | |a Stochastic differential equations | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-80061-358-4 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-80061-359-1 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-034570555 | ||
Datensatz im Suchindex
| _version_ | 1804185811366707200 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Saha Ray, Santanu 1979- |
| author_GND | (DE-588)1180780701 |
| author_facet | Saha Ray, Santanu 1979- |
| author_role | aut |
| author_sort | Saha Ray, Santanu 1979- |
| author_variant | r s s rs rss |
| building | Verbundindex |
| bvnumber | BV049309421 |
| classification_tum | MAT 606 |
| ctrlnum | (OCoLC)1395948130 (DE-599)KXP1831296128 |
| dewey-full | 519.2/2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/2 |
| dewey-search | 519.2/2 |
| dewey-sort | 3519.2 12 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| format | Book |
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| id | DE-604.BV049309421 |
| illustrated | Illustrated |
| index_date | 2024-07-03T22:40:33Z |
| indexdate | 2024-07-10T10:01:10Z |
| institution | BVB |
| isbn | 9781800613577 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034570555 |
| oclc_num | 1395948130 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM |
| owner_facet | DE-91G DE-BY-TUM |
| physical | xxviii, 290 Seiten Illustrationen, Diagramme 24 cm |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Saha Ray, Santanu 1979- Verfasser (DE-588)1180780701 aut Stochastic integral and differential equations in mathematical modelling Santanu Saha Ray, National Institute of Technology, Rourkela, India New Jersey ; London ; Singapore ; Beijing ; Shanhai ; Hong Kong ; Taipei ; Chennai ; Tokyo World Scientific [2023] xxviii, 290 Seiten Illustrationen, Diagramme 24 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index "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"-- Stochastic models Stochastic analysis / Mathematical models Stochastic integral equations Stochastic differential equations Erscheint auch als Online-Ausgabe 978-1-80061-358-4 Erscheint auch als Online-Ausgabe 978-1-80061-359-1 |
| spellingShingle | Saha Ray, Santanu 1979- Stochastic integral and differential equations in mathematical modelling |
| title | Stochastic integral and differential equations in mathematical modelling |
| title_auth | Stochastic integral and differential equations in mathematical modelling |
| title_exact_search | Stochastic integral and differential equations in mathematical modelling |
| title_exact_search_txtP | Stochastic integral and differential equations in mathematical modelling |
| title_full | Stochastic integral and differential equations in mathematical modelling Santanu Saha Ray, National Institute of Technology, Rourkela, India |
| title_fullStr | Stochastic integral and differential equations in mathematical modelling Santanu Saha Ray, National Institute of Technology, Rourkela, India |
| title_full_unstemmed | Stochastic integral and differential equations in mathematical modelling Santanu Saha Ray, National Institute of Technology, Rourkela, India |
| title_short | Stochastic integral and differential equations in mathematical modelling |
| title_sort | stochastic integral and differential equations in mathematical modelling |
| work_keys_str_mv | AT saharaysantanu stochasticintegralanddifferentialequationsinmathematicalmodelling |