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Taylor Approximations for Stochastic Partial Differential Equations
Language: en
Pages: 234
Authors: Arnulf Jentzen
Categories: Mathematics
Type: BOOK - Published: 2011-01-01 - Publisher: SIAM

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This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor
Numerical Solution of Stochastic Differential Equations
Language: en
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Authors: Peter E. Kloeden
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Applied Stochastic Differential Equations
Language: en
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Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA
Language: en
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Authors: Elias T. Krainski
Categories: Mathematics
Type: BOOK - Published: 2018-12-07 - Publisher: CRC Press

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Modeling spatial and spatio-temporal continuous processes is an important and challenging problem in spatial statistics. Advanced Spatial Modeling with Stochast
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

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This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research