Stochastic Integral And Differential Equations In Mathematical Modelling

Santanu Saha Ray (Autor)

Buch | Hardcover

320 Seiten

2023
World Scientific Europe Ltd (Verlag)
978-1-80061-357-7 (ISBN)

Artikel merken

The modelling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. One important class of stochastic mathematical models is stochastic partial differential equations (SPDEs), which can be seen as deterministic partial differential equations (PDEs) with finite or infinite dimensional stochastic processes — either with colour noise or white noise. Though white noise is a purely mathematical construction, it can be a good model for rapid random fluctuations.Stochastic Integral and Differential Equations in Mathematical Modelling concerns the analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. It also provides a theoretical basis for working with SDEs and stochastic processes.This book is written in a simple and clear mathematical logical language, with basic definitions and theorems on stochastic calculus provided from the outset. Each chapter contains illustrated examples via figures and tables. The reader can also construct new wavelets by using the procedure presented in the book. Stochastic Integral and Differential Equations in Mathematical Modelling fulfils the existing gap in the literature for a comprehensive account of this subject area.

Erscheinungsdatum	29.07.2023
Verlagsort	London
Sprache	englisch
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	1-80061-357-1 / 1800613571
ISBN-13	978-1-80061-357-7 / 9781800613577
Zustand	Neuware