Stochastic Differential Equations: An Introduction with Applications (ksendal Bernt)(Paperback)

Stochastic Differential Equations: An Introduction with Applications (ksendal Bernt)(Paperback)

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to

Introduction to Stochastic Differential Equations (Evans Lawrence C.)(Pevná vazba)

Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive 'white noise' and related random disturbances. The exposition is strongly focused upon the interplay between probabilistic intuition and mathematical

Introduction to the Numerical Simulation of Stochastic Differential Equations (Higham Desmond J.)(Pevná vazba)

Provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. The book presents an outline of the underlying convergence and stability theory while avoiding technical

Dynamic Markov Bridges and Market Microstructure: Theory and Applications (etin Umut)(Pevná vazba)

Markov processes.- Stochastic Differential Equations and Martingale Problems.- Stochastic Filtering.- Static Markov Bridges and Enlargement of Filtrations.- Dynamic Bridges.- Financial markets with informational asymmetries and equilibrium.- Kyle-Back model with dynamic information: no default

Partial Differential Equations with Fourier Series and Boundary Value Problems: Third Edition (Asmar Nakhle H.)(Paperback)

This text provides an introduction to partial differential equations and boundary value problems, including Fourier series. The treatment offers students a smooth transition from a course in elementary ordinary differential equations to more advanced topics in a first course in partial differential

Differential Equations, Dynamical Systems, and an Introduction to Chaos (Hirsch Morris W.)(Pevná vazba)

Hirsch, Devaney, and Smale's classic Differential Equations, Dynamical Systems, and an Introduction to Chaos has been used by professors as the primary text for undergraduate and graduate level courses covering differential equations. It provides a theoretical approach to dynamical systems and

Elementary Stochastic Calculus, with Finance in View (Mikosch Thomas)(Pevná vazba)

Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.This book is suitable for the reader without a

Inverse Problems in Ordinary Differential Equations and Applications (Llibre Jaume)(Pevná vazba)

Preface.- 1.Differential Equations with Given Partial and First Integrals.- 2.Polynomial Vector Fields with Given Partial and First Integrals.- 3.16th Hilbert Problem for Algebraic Limit Cycles.- 4.Inverse Problem for Constrained Lagrangian Systems.- 5.Inverse Problem for Constrained Hamiltonian

First Course in Differential Equations with Modeling Applications, International Metric Edition (Zill Dennis (Loyola Marymount University))(Paperback / softback)

Stochastic Analysis for Finance with Simulations (Choe Geon Ho)(Paperback)

This book is an introduction to stochastic analysis and quantitative finance; Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical

Notes on Diffy Qs: Differential Equations for Engineers (Lebl Jiri)(Paperback)

Version 6.5. An introductory course on differential equations aimed at engineers. The book covers first order ODEs, higher order linear ODEs, systems of ODEs, Fourier series and PDEs, eigenvalue problems, the Laplace transform, and power series methods. It has a detailed appendix on linear algebra

Lectures on Ordinary Differential Equations (Hurewicz Witold)(Paperback)

Hailed by The American Mathematical Monthly as a rigorous and lively introduction, this text explores a topic of perennial interest in mathematics. The author, a distinguished mathematician and formulator of the Hurewicz theorem, presents a clear and lucid treatment that emphasizes geometric

Differential Equations Workbook for Dummies (Holzner Steven)(Paperback)

Make sense of these difficult equations Improve your problem-solving skills Practice with clear, concise examples Score higher on standardized tests and exams Get the confidence and the skills you need to master differential equations Need to know how to solve differential equations? This

Elementary Differential Equations with Boundary Value Problems: Pearson New International Edition (Edwards C. Henry)(Paperback / softback)

Applications of Lie Groups to Differential Equations (Olver Peter J.)(Paperback)

Symmetry methods have long been recognized to be of great importance for the study of the differential equations. This book provides a solid introduction to those applications of Lie groups to differential equations which have proved to be useful in practice. The computational methods are presented

An Introduction to Statistical Learning: With Applications in R (James Gareth)(Pevná vazba)

An Introduction to Statistical Learning provides an accessible overview of the field of statistical learning, an essential toolset for making sense of the vast and complex data sets that have emerged in fields ranging from biology to finance to marketing to astrophysics in the past twenty years

ISE An Introduction to Combustion: Concepts and Applications (Turns Stephen)(Paperback / softback)

Space-Filling Curves: An Introduction with Applications in Scientific Computing (Bader Michael)(Pevná vazba)

Nuclear Energy: An Introduction to the Concepts, Systems, and Applications of Nuclear Processes (Murray Raymond)(Paperback)

Nuclear Energy: An Introduction to the Concepts, Systems, and Applications of Nuclear Processes, Eighth Edition, provides essential information on basic nuclear physics, systems and the applications of nuclear energy. It comprehensively covers Basic Concepts, Radiation and Its Uses, and Nuclear

An Introduction to Stochastic Processes (Kao Edward P. C.)(Paperback)

A vigorous response to the challenges of incorporating computer use into the teaching and learning of stochastic processes, this book takes an applications- and computer-oriented approach rather than the standard formal and mathematically rigorous approach. It is suitable for advanced

A Digital Signal Processing Primer: With Applications to Digital Audio and Computer Music (Steiglitz Kenneth)(Paperback)

An informal and easy-to-understand introduction to digital signal processing, this treatment emphasizes digital audio and applications to computer music. Topics include: - Phasors and tuning forks - The wave equation - Sampling and quantizing - Feedforward and feedback filters - Comb and

Gravitational Curvature: An Introduction to Einstein's Theory (Frankel Theodore)(Paperback)

This classic text and reference monograph applies modern differential geometry to general relativity. A brief mathematical introduction to gravitational curvature, it emphasizes the subject's geometric essence and stresses the global aspects of cosmology. 1979

Differential Topology: An Introduction (Gauld David B.)(Paperback)

This text covers topological spaces and properties, some advanced calculus, differentiable manifolds, orientability, submanifolds and an embedding theorem, tangent spaces, vector fields and integral curves, Whitney's embedding theorem, more. Includes 88 helpful illustrations. 1982

Linear Algebra with Applications (Holt Jeffrey)(Paperback)

Prepare for conceptual thinking in an abstract setting as Linear Algebra with Applications blends computational and conceptual topics through a large assortment of examples to improve your comfort with the rigors of the subject