Tags
Language
Tags
<<
April 2024
Su Mo Tu We Th Fr Sa
31 1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 1 2 3 4
  1. Home
  2. eBooks & eLearning
  3. Stochastic Differential Equations
https://canv.ai/
The picture is generated by canv.ai

We are excited to announce that Canv.ai now features a built-in translator, allowing you to communicate in your native language. You can write prompts in your language, and they will be automatically translated into English, facilitating communication and the exchange of ideas!

We value freedom of speech and guarantee the absence of censorship on Canv.ai. At the same time, we hope and believe in the high moral standards of our users, which will help maintain a respectful and constructive atmosphere.

👉 Check for yourself!

Modeling with Itô Stochastic Differential Equations (Repost)

Posted By: AvaxGenius
Date: 2 Mar 2024 16:29:30
Modeling with Itô Stochastic Differential Equations (Repost)

Modeling with Itô Stochastic Differential Equations by E. Allen
English | PDF | 2007 | 238 Pages | ISBN : 1402059523 | 1.6 MB

Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained.
Details

Mathematical Finance

Posted By: AvaxGenius
Date: 28 Jan 2024 04:53:42
Mathematical Finance

Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000 by Michael Kohlmann, Shanjian Tang
English | PDF | 2001 | 373 Pages | ISBN : 3764365536 | 48 MB

In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume.
Details

Stochastic Numerics for Mathematical Physics

Posted By: AvaxGenius
Date: 13 Jun 2022 08:55:07
Stochastic Numerics for Mathematical Physics

Stochastic Numerics for Mathematical Physics by Grigori N. Milstein
English | PDF | 2004 | 612 Pages | ISBN : 3540211101 | 44 MB

Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise.
Details

Fractional Stochastic Differential Equations: Applications to Covid-19 Modeling

Posted By: AvaxGenius
Date: 25 Apr 2022 03:56:31
Fractional Stochastic Differential Equations: Applications to Covid-19 Modeling

Fractional Stochastic Differential Equations: Applications to Covid-19 Modeling by Abdon Atangana
English | PDF,EPUB | 2022 | 552 Pages | ISBN : 9811907285 | 128 MB

This book provides a thorough conversation on the underpinnings of Covid-19 spread modelling by using stochastics nonlocal differential and integral operators with singular and non-singular kernels.
Details

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Repost)

Posted By: AvaxGenius
Date: 20 Mar 2022 19:48:41
Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Repost)

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory by Dmytro Gusak
English PDF,EPUB | 2010 | 379 Pages | ISBN : 0387878610 | 11.6 MB

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.
Details

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Posted By: AvaxGenius
Date: 21 Feb 2022 21:36:19
Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Heavy Traffic Analysis of Controlled Queueing and Communication Networks by Harold J. Kushner
English | PDF | 2001 | 522 Pages | ISBN : 0387952640 | 45.4 MB

The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems. The methods exploit the multiscale structure of the physical problem to get approximating models that have the form of reflected diffusion processes, either controlled or uncontrolled. These ap­ proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "av­ eraged out").
Details

Tools for Computational Finance

Posted By: AvaxGenius
Date: 24 Feb 2021 20:40:59
Tools for Computational Finance

Tools for Computational Finance by Rüdiger Seydel
English | PDF | 2004 | 256 Pages | ISBN : 3540406042 | 18.9 MB

This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro­ differential equation is included in Appendix A3. More material is devoted to Monte Carlo simulation. An algorithm for the standard workhorse of in­ verting the normal distribution is added to Appendix A7. New figures and more exercises are intended to improve the clarity at some places.
Details

Stochastic Simulation: Algorithms and Analysis

Posted By: AvaxGenius
Date: 3 Jan 2021 19:50:52
Stochastic Simulation: Algorithms and Analysis

Stochastic Simulation: Algorithms and Analysis by Søren Asmussen
English | PDF | 490 Pages | 2007 | ISBN : 038730679X | 10.6 MB

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines.
Details

Probability Theory: A Comprehensive Course, Third Edition

Posted By: AvaxGenius
Date: 1 Nov 2020 16:33:26
Probability Theory: A Comprehensive Course, Third Edition

Probability Theory: A Comprehensive Course, Third Edition by Achim Klenke
English | EPUB | 2020 | 718 Pages | ISBN : 3030564010 | 47.35 MB

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.
Details

A Course on Rough Paths: With an Introduction to Regularity Structures, Second Edition

Posted By: AvaxGenius
Date: 27 May 2020 14:35:48
A Course on Rough Paths: With an Introduction to Regularity Structures, Second Edition

A Course on Rough Paths: With an Introduction to Regularity Structures, Second Edition by Peter K. Friz
English | PDF | 2020 | 354 Pages | ISBN : 3030415554 | 4.27 MB

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.
Details

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations

Posted By: AvaxGenius
Date: 18 Mar 2020 20:53:13
Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations by Grigorios A. Pavliotis
English | EPUB | 2014 | 345 Pages | ISBN : 1493913220 | 4.38 MB

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated.
Details
UPWARDS