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STOCHASTIC DIFFERENTIAL EQUATIONS AND APPLICATIONS



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Genere: Libro
Lingua: Inglese
Editore: WOODHEAD PUBLISHING LTD
Pubblicazione: 12/2007

Prezzo: € 60,00

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This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, including much on theory and applications that, previously, has not been available in book form. The text is also a useful reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, information scientists, physicists, and economists. Contents: Brownian Motions and Stochastic Integrals --- Stochastic Differential Equations --- Linear Stochastic Differential Equations --- Stability of Stochastic Differential Equations --- Stochastic Functional Differential Equations --- Stochastic Equations of Neutral Type --- Backward Stochastic Differential Equations --- Stochastic Oscillators --- Applications to Economics and Finance --- Stochastic Neural Networks --- Stochastic Delay Population Systems
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Altre Informazioni
ISBN: 9781904275343
Dimensioni: 234 x 28 x 155 mm
Edizione:
Pagine Arabe: 440


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