Stochastic Ordinary and Stochastic Partial Differential Equations
Language: en
Pages: 452
Authors: Peter Kotelenez
Categories: Mathematics
Type: BOOK - Published: 2007-12-05 - Publisher: Springer Science & Business Media

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Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. I
Taylor Approximations for Stochastic Partial Differential Equations
Language: en
Pages: 224
Authors: Arnulf Jentzen
Categories: Mathematics
Type: BOOK - Published: 2011-12-08 - Publisher: SIAM

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This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor
Stochastic Partial Differential Equations, Second Edition
Language: en
Pages: 336
Authors: Pao-Liu Chow
Categories: Mathematics
Type: BOOK - Published: 2014-12-10 - Publisher: CRC Press

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Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in
Numerical Solution of Stochastic Differential Equations
Language: en
Pages: 666
Authors: Peter E. Kloeden
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Stochastic Differential Equations and Applications
Language: en
Pages: 248
Authors: Avner Friedman
Categories: Mathematics
Type: BOOK - Published: 2014-06-20 - Publisher: Academic Press

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Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume