Stochastic Calculus and Stochastic Models
juuli 2014 · Probability and Mathematical Statistics 25. raamat · Academic Press
E-raamat
252
lehekülge
family_home
Sobilik
info
reportHinnangud ja arvustused pole kinnitatud. Lisateave
Teave selle e-raamatu kohta
Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals. The publication first ponders on stochastic integrals, existence of stochastic integrals, and continuity, chain rule, and substitution. Discussions focus on differentiation of a composite function, continuity of sample functions, existence and vanishing of stochastic integrals, canonical form, elementary properties of integrals, and the Itô-belated integral. The book then examines stochastic differential equations, including existence of solutions of stochastic differential equations, linear differential equations and their adjoints, approximation lemma, and the Cauchy-Maruyama approximation. The manuscript takes a look at equations in canonical form, as well as justification of the canonical extension in stochastic modeling; rate of convergence of approximations to solutions; comparison of ordinary and stochastic differential equations; and invariance under change of coordinates. The publication is a dependable reference for mathematicians and researchers interested in stochastic integrals.
Hinnake seda e-raamatut
Andke meile teada, mida te arvate.
Lugemisteave
Nutitelefonid ja tahvelarvutid
Installige rakendus Google Play raamatud Androidile ja iPadile/iPhone'ile. See sünkroonitakse automaatselt teie kontoga ja see võimaldab teil asukohast olenemata lugeda nii võrgus kui ka võrguühenduseta.
Sülearvutid ja arvutid
Google Playst ostetud audioraamatuid saab kuulata arvuti veebibrauseris.
E-lugerid ja muud seadmed
E-tindi seadmetes (nt Kobo e-lugerid) lugemiseks peate faili alla laadima ja selle oma seadmesse üle kandma. Failide toetatud e-lugeritesse teisaldamiseks järgige üksikasjalikke abikeskuse juhiseid.
