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Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical;

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Numerical Solution of Stochastic Differential Equations

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This;

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Stochastic Differential Equations and Processes

. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such;

Vergelijkbare producten zoals Stochastic Differential Equations and Processes

Stochastic Differential Equations and Processes

. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such;

Vergelijkbare producten zoals Stochastic Differential Equations and Processes

Exact Finite-Difference Schemes

transport problems. After this, applications are discussed, such as the discretisation of ODEs and PDEs and numerical methods for stochastic;

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Intro To Computational Stochastic PDEs

. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo;

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An Introduction to Computational Stochastic PDEs

. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo;

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance

processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above;

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Multivariate Algorithms and Information-Based Complexity

, ranging from function approximation, numerical integration, numerical methods for the sphere, and algorithms with random information, to Bayesian;

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Stochastic Differential Equations And Applications

spiraling of solutions; the Dirichlet problem for degenerate elliptic equations; small random perturbations of dynamical systems; and fundamental;

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Invariant Measures for Stochastic Nonlinear Schroedinger Equations

This book provides some recent advance in the study of stochastic nonlinear Schroedinger equations and their numerical approximations;

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Numerical Methods for Stochastic Partial Differential Equations with White Noise

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai;

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Monte-carlo Methods and Stochastic Processes

focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear;

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Monte-Carlo Methods and Stochastic Processes

focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear;

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Stochastic Partial Differential Equations and Applications

finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent;

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Stochastic Partial Differential Equations and Applications

finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent;

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Almost Periodic Stochastic Processes

stability of solutions for abstract stochastic difference and differential equations.;

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Stochastic Methods for Boundary Value Problems

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical;

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Stochastic Analysis

problems and the smoothness of solutions of stochastic differential equations.;

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Stochastic Analysis

problems and the smoothness of solutions of stochastic differential equations.;

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Encyclopedia of Mathematics and its Applications

Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous;

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Qualitative And Asymptotic Analysis Of Differential Equations With Random Perturbations

the theory of random processes and from the classic theory of differential equations.This work focuses on the approach to stochastic equations;

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Stochastic Partial Differential Equations

random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and;

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Three Classes Of Nonlinear Stochastic Partial Differential Equations

transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This;

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Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion;

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Parameterizing Manifolds and Non-Markovian Reduced Equations

for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs;

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Numerical Solution of Ordinary Differential Equations

topics. Numerical Solution of Ordinary Differential Equations is an excellent textbook for courses on the numerical solution of differential;

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