Search Results for: Stochastic Partial Differential Equations With L Vy Noise

Stochastic Partial Differential Equations with Lévy Noise

Stochastic Partial Differential Equations with Lévy Noise
Author :
Publisher : Cambridge University Press
Total Pages : 45
Release :
ISBN-10 : 9780521879897
ISBN-13 : 0521879892
Rating : 4/5 (97 Downloads)
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Book Synopsis Stochastic Partial Differential Equations with Lévy Noise by : S. Peszat

Download or read book Stochastic Partial Differential Equations with Lévy Noise written by S. Peszat and published by Cambridge University Press. This book was released on 2007-10-11 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.


Stochastic Partial Differential Equations with Lévy Noise Related Books

Stochastic Partial Differential Equations with Lévy Noise
Language: en
Pages: 45

Stochastic Partial Differential Equations with Lévy Noise

Authors: S. Peszat
Categories: Mathematics
Type: BOOK - Published: 2007-10-11 - Publisher: Cambridge University Press

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Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230

A Minicourse on Stochastic Partial Differential Equations

Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

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This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
Applied Stochastic Differential Equations
Language: en
Pages: 327

Applied Stochastic Differential Equations

Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Lévy Processes and Stochastic Calculus
Language: en
Pages: 461

Lévy Processes and Stochastic Calculus

Authors: David Applebaum
Categories: Mathematics
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press

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Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics
Partial Differential Equations
Language: en
Pages: 467

Partial Differential Equations

Authors: Walter A. Strauss
Categories: Mathematics
Type: BOOK - Published: 2007-12-21 - Publisher: John Wiley & Sons

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Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of P