numerical approximations of stochastic differential equations with non globally lipschitz continuous coefficients online kopen

Ben je op zoek naar numerical approximations of stochastic differential equations with non globally lipschitz continuous coefficients? Bekijk onze boeken selectie en zie direct bij welke webshop je numerical approximations of stochastic differential equations with non globally lipschitz continuous coefficients online kan kopen. Ga je voor een ebook of paperback van numerical approximations of stochastic differential equations with non globally lipschitz continuous coefficients. Zoek ook naar accesoires voor numerical approximations of stochastic differential equations with non globally lipschitz continuous coefficients. Zo ben je er helemaal klaar voor. Ontdek ook andere producten en koop vandaag nog je numerical approximations of stochastic differential equations with non globally lipschitz continuous coefficients met korting of in de aanbieding. Alles voor veel leesplezier!

Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion;

Vergelijkbare producten zoals Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients

Invariant Measures for Stochastic Nonlinear Schroedinger Equations

This book provides some recent advance in the study of stochastic nonlinear Schroedinger equations and their numerical approximations;

Vergelijkbare producten zoals Invariant Measures for Stochastic Nonlinear Schroedinger Equations

Stochastic Numerics for Mathematical Physics

of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their;

Vergelijkbare producten zoals Stochastic Numerics for Mathematical Physics

Recent Advances in Delay Differential and Difference Equations

properties of the solutions; stability theory; numerical approximations; and applications to real world phenomena using deterministic and stochastic;

Vergelijkbare producten zoals Recent Advances in Delay Differential and Difference Equations

Three Classes Of Nonlinear Stochastic Partial Differential Equations

interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity;

Vergelijkbare producten zoals Three Classes Of Nonlinear Stochastic Partial Differential Equations

Introduction to Numerical Methods for Time Dependent Differential Equations

Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods;

Vergelijkbare producten zoals Introduction to Numerical Methods for Time Dependent Differential Equations

Monte-carlo Methods and Stochastic Processes

focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear;

Vergelijkbare producten zoals Monte-carlo Methods and Stochastic Processes

Monte-Carlo Methods and Stochastic Processes

focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear;

Vergelijkbare producten zoals Monte-Carlo Methods and Stochastic Processes

Stochastic Partial Differential Equations

This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one;

Vergelijkbare producten zoals Stochastic Partial Differential Equations

Numerical Solutions of Boundary Value Problems of Non-linear Differential Equations

The book presents in comprehensive detail numerical solutions to boundary value problems of a number of non-linear differential equations;

Vergelijkbare producten zoals Numerical Solutions of Boundary Value Problems of Non-linear Differential Equations

Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical;

Vergelijkbare producten zoals Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This;

Vergelijkbare producten zoals Numerical Solution of Stochastic Differential Equations

Parameterizing Manifolds and Non-Markovian Reduced Equations

for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs;

Vergelijkbare producten zoals Parameterizing Manifolds and Non-Markovian Reduced Equations

Numerical Methods for Stochastic Partial Differential Equations with White Noise

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai;

Vergelijkbare producten zoals Numerical Methods for Stochastic Partial Differential Equations with White Noise

Numerical Methods for Ordinary Differential Equations with Programs

differential equations based on the numerical approximations can be used to handle the complex systems of differential equations on a common PC now-a;

Vergelijkbare producten zoals Numerical Methods for Ordinary Differential Equations with Programs

Analysis And Differential Equations

Lipschitz functions of the derivatives, as well as the approximations of nonlinear parabolic, elliptic, and hyperbolic equations with locally;

Vergelijkbare producten zoals Analysis And Differential Equations

Exponentially Convergent Algorithms for Abstract Differential Equations

nonlinear differential equation with unbounded operator coefficients. For researchers and students of numerical functional analysis;

Vergelijkbare producten zoals Exponentially Convergent Algorithms for Abstract Differential Equations

Fractional Differential Equations

Starting with an introduction to fractional derivatives and numerical approximations, this book presents finite difference methods for;

Vergelijkbare producten zoals Fractional Differential Equations

Exact Finite-Difference Schemes

difference schemes for stochastic differential equations Numerical blow-up time Bibliography;

Vergelijkbare producten zoals Exact Finite-Difference Schemes

Backward Stochastic Differential Equations

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations;

Vergelijkbare producten zoals Backward Stochastic Differential Equations

Stochastic Stability of Differential Equations in Abstract Spaces

The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained;

Vergelijkbare producten zoals Stochastic Stability of Differential Equations in Abstract Spaces

Parabolic Equations with Irregular Data and Related Issues

examines the connection between the results on the partial differential equation and the well-posedness of the underlying stochastic/ordinary;

Vergelijkbare producten zoals Parabolic Equations with Irregular Data and Related Issues

Stochastic Processes in Cell Biology

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range;

Vergelijkbare producten zoals Stochastic Processes in Cell Biology

Applied Differential Equations with Boundary Value Problems

Applied Differential Equations with Boundary Value Problems presents a contemporary treatment of ordinary differential equations (ODEs) and;

Vergelijkbare producten zoals Applied Differential Equations with Boundary Value Problems

Applied Differential Equations with Boundary Value Problems

Applied Differential Equations with Boundary Value Problems presents a contemporary treatment of ordinary differential equations (ODEs) and;

Vergelijkbare producten zoals Applied Differential Equations with Boundary Value Problems

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to;

Vergelijkbare producten zoals Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Ordinary Differential Equations

, continuous transformation-groups, linear differential equations-the general theory, with constant coefficients, solutions, algebraic theory, Sturmian;

Vergelijkbare producten zoals Ordinary Differential Equations