Related Books

Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
Pages: 391
Authors: Zhongqiang Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: Springer

DOWNLOAD EBOOK

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
An Introduction to Computational Stochastic PDEs
Language: en
Pages: 516
Authors: Gabriel J. Lord
Categories: Business & Economics
Type: BOOK - Published: 2014-08-11 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
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

DOWNLOAD EBOOK

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
An Introduction to Stochastic Differential Equations
Language: en
Pages: 161
Authors: Lawrence C. Evans
Categories: Mathematics
Type: BOOK - Published: 2012-12-11 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model