1# Library to Find Best eBook for Read
Author : Simo Särkkä
Release : 2019-05-02
Genre : Business & Economics
Kind : eBook
Book Rating : 085/5 ( reviews)
Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä. This book was released on 2019-05-02. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author : Bernt Oksendal
Release : 2013-03-09
Genre : Mathematics
Kind : eBook
Book Rating : 505/5 ( reviews)
Book Synopsis Stochastic Differential Equations by : Bernt Oksendal
Download or read book Stochastic Differential Equations written by Bernt Oksendal. This book was released on 2013-03-09. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge about the subject was assumed, but the presen tation is based on some background in measure theory. There are several reasons why one should learn more about stochastic differential equations: They have a wide range of applica tions outside mathematics, there are many fruitful connections to other mathematical disciplines and the subject has a rapidly develop ing life of its own as a fascinating research field with many interesting unanswered questions. Unfortunately most of the literature about stochastic differential equations seems to place so much emphasis on rigor and complete ness that is scares many nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view: Not knowing anything (except rumours, maybe) about a subject to start with, what would I like to know first of all? My answer would be: 1) In what situations does the subject arise? 2) What are its essential features? 3) What are the applications and the connections to other fields? I would not be so interested in the proof of the most general case, but rather in an easier proof of a special case, which may give just as much of the basic idea in the argument. And I would be willing to believe some basic results without proof (at first stage, anyway) in order to have time for some more basic applications.
Author : Alexander S. Cherny
Release : 2005
Genre : Stochastic differential equations
Kind : eBook
Book Rating : 075/5 ( reviews)
Book Synopsis Singular Stochastic Differential Equations by : Alexander S. Cherny
Download or read book Singular Stochastic Differential Equations written by Alexander S. Cherny. This book was released on 2005. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter E. Kloeden
Release : 2013-04-17
Genre : Mathematics
Kind : eBook
Book Rating : 168/5 ( reviews)
Book Synopsis Numerical Solution of Stochastic Differential Equations by : Peter E. Kloeden
Download or read book Numerical Solution of Stochastic Differential Equations written by Peter E. Kloeden. This book was released on 2013-04-17. Available in PDF, EPUB and Kindle. Book excerpt: The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
Author : Jianfeng Zhang
Release : 2017-08-22
Genre : Mathematics
Kind : eBook
Book Rating : 561/5 ( reviews)
Book Synopsis Backward Stochastic Differential Equations by : Jianfeng Zhang
Download or read book Backward Stochastic Differential Equations written by Jianfeng Zhang. This book was released on 2017-08-22. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
