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Computation and Combinatorics in Dynamics, Stochastics and Control (Repost)

Posted By: AvaxGenius
Computation and Combinatorics in Dynamics, Stochastics and Control (Repost)

Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel Symposium, Rosendal, Norway, August 2016 by Elena Celledoni
English | EPUB | 2018 | 734 Pages | ISBN : 3030015920 | 12.1 MB

The Abel Symposia volume at hand contains a collection of high-quality articles written by the world’s leading experts, and addressing all mathematicians interested in advances in deterministic and stochastic dynamical systems, numerical analysis, and control theory.

Stochastic Stability of Differential Equations, Second Edition

Posted By: AvaxGenius
Stochastic Stability of Differential Equations, Second Edition

Stochastic Stability of Differential Equations, Second Edition by Rafail Khasminskii
English | PDF(Repost),EPUB | 2012 | 353 Pages | ISBN : 3642232795 | 8.4 MB

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering.

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Repost)

Posted By: AvaxGenius
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen
English | PDF | 2010 | 868 Pages | ISBN : 3642120571 | 18 MB

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).