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processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above;
Vergelijkbare producten zoals Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal;
Vergelijkbare producten zoals Stochastic Integration with Jumps
Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal;
Vergelijkbare producten zoals Stochastic Integration with Jumps
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
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
equation in expanding domains, the semi-discrete method for the approximation of the solution of stochastic differential equations, homotopic;
Vergelijkbare producten zoals Nonlinear Analysis, Differential Equations, and Applications
. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and;
Vergelijkbare producten zoals Statistical Methods for Stochastic Differential Equations
. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such;
Vergelijkbare producten zoals Stochastic Differential Equations and Processes
. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such;
Vergelijkbare producten zoals Stochastic Differential Equations and Processes
dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and;
Vergelijkbare producten zoals Stochastic Partial Differential Equations and Applications
dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and;
Vergelijkbare producten zoals Stochastic Partial Differential Equations and Applications
of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their;
Vergelijkbare producten zoals Stochastic Numerics for Mathematical Physics
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
complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a;
Vergelijkbare producten zoals Applied Stochastic Control of Jump Diffusions
Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous;
Vergelijkbare producten zoals Encyclopedia of Mathematics and its Applications
Computational Geometry; Numerical Linear Algebra and Numer-ical Solution of Transcendental Equations; Numerical Methods for Differential Equations; High;
Vergelijkbare producten zoals Numerical Analysis and Its Applications
random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and;
Vergelijkbare producten zoals Stochastic Partial Differential Equations
), language: English, abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven;
Vergelijkbare producten zoals On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity
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
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
. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo;
Vergelijkbare producten zoals Intro To Computational Stochastic PDEs
. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo;
Vergelijkbare producten zoals An Introduction to Computational Stochastic PDEs
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations;
Vergelijkbare producten zoals Backward Stochastic Differential Equations
difference schemes for stochastic differential equations Numerical blow-up time Bibliography;
Vergelijkbare producten zoals Exact Finite-Difference Schemes
of Ordinary Differential Equations presents a complete and easy-to-follow introduction to classical topics in the numerical solution of ordinary;
Vergelijkbare producten zoals Numerical Solution of Ordinary Differential Equations
The application of the method of characteristics for the numerical solution of hyperbolic type partial differential equations will be;
Vergelijkbare producten zoals Numerical Solution of Hyperbolic Differential Equations
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
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