Modeling with Itô Stochastic Differential Equations (Record no. 425448)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03781nam a22005775i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9781402059537 |
| -- | 978-1-4020-5953-7 |
| 024 7# - | |
| -- | 10.1007/978-1-4020-5953-7 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA273.A1-274.9 |
| 050 #4 - | |
| -- | QA274-274.9 |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | thema |
| 072 #7 - | |
| -- | PBWL |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Allen, E. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Modeling with Itô Stochastic Differential Equations |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by E. Allen. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Dordrecht : |
| Name of producer, publisher, distributor, manufacturer | Springer Netherlands, |
| Date of production, publication, distribution, manufacture | 2007. |
| 300 ## - | |
| -- | XII, 230 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Mathematical Modelling: Theory and Applications, |
| -- | 1386-2960 ; |
| -- | 22 |
| 505 0# - | |
| -- | Random Variables -- Stochastic Processes -- Stochastic Integration -- Stochastic Differential Equations -- Modeling. |
| 520 ## - | |
| -- | 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. This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. Modeling with Itô Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Mathematics. |
| 650 #0 - | |
| -- | Global analysis (Mathematics). |
| 650 #0 - | |
| -- | Computer science |
| -- | Mathematics. |
| 650 14 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Applications of Mathematics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13003 |
| 650 24 - | |
| -- | Analysis. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12007 |
| 650 24 - | |
| -- | Mathematical Modeling and Industrial Mathematics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M14068 |
| 650 24 - | |
| -- | Computational Mathematics and Numerical Analysis. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M1400X |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9789048174874 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9789048112944 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9781402059520 |
| 830 #0 - | |
| -- | Mathematical Modelling: Theory and Applications, |
| -- | 1386-2960 ; |
| -- | 22 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-1-4020-5953-7 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
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