Stochastic Analysis 9789811588631

Stochastic Analysis [1st ed.] 9789811588631, 9789811588648

This book is intended for university seniors and graduate students majoring in probability theory or mathematical financ

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Stochastic Analysis 0821826263, 9780821826263

Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space, i.e., the space on w

525 93 1MB Read more

Applied Stochastic Analysis 1470449331, 9781470449339

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presen

2,169 380 3MB Read more

Stochastic Ferromagnetism: Analysis and Numerics 9783110307108, 9783110306996

This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-

188 46 14MB Read more

Stochastic Processes: Harmonizable Theory (Multivariate Analysis) 9811213658, 9789811213656

The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that

233 125 9MB Read more

Asymptotic analysis of unstable solutions of stochastic DE 9783030412906, 9783030412913

559 38 2MB Read more

An Infinitesimal Approach to Stochastic Analysis [[Repr.] ed.] 0-8218-2297-7, 9780821822975

369 21 2MB Read more

Stochastic analysis 978-3-642-15073-9, 364215073X, 978-3-642-15074-6, 3642150748

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space

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Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations [Reprint 2010 ed.] 9783110944662

221 107 31MB Read more

Stochastic Processes and Calculus

1,290 131 4MB Read more