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Milstein, G.N. - Numerical Integration of Stochastic Differential Equations (Mat

antiquariat-bernhardt-kassel
  • (19540)
EUR 62.80
ApproximatelyRM 294.26
or Best Offer
Condition:
Very Good
“Zust: Gutes Exemplar.”
Postage:
EUR 9.95 (approx RM 46.62) DHL Paket International.
Located in: Kassel, Germany
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eBay item number:382915512232
Last updated on Sep 23, 2021 15:17:52 MYTView all revisionsView all revisions

Item specifics

Condition
Very Good
A book that has been read but is in excellent condition. No obvious damage to the cover, with the dust jacket included for hard covers. No missing or damaged pages, no creases or tears, and no underlining/highlighting of text or writing in the margins. May be very minimal identifying marks on the inside cover. Very minimal wear and tear. See all condition definitionsopens in a new window or tab
Seller Notes
“Zust: Gutes Exemplar.”
ISBN
9780792332138
EAN
9780792332138
Reihe
Mathematics And Its Applications
Format
Gebundene Ausgabe
Erscheinungsjahr
1994
Anzahl der Seiten
184 Seiten
Autor
G. N. Milstein
Verlag
Springer Netherlands, Springer Netherland
Publikationsname
Numerical Integration of Stochastic Differential Equations
Sprache
Englisch

About this product

Produktinformation

U sing stochastic differential equations we can successfully model systems that func tion in the presence of random perturbations. Such systems are among the basic objects of modern control theory. However, the very importance acquired by stochas tic differential equations lies, to a large extent, in the strong connections they have with the equations of mathematical physics. It is well known that problems in math ematical physics involve 'damned dimensions', of ten leading to severe difficulties in solving boundary value problems. A way out is provided by stochastic equations, the solutions of which of ten come about as characteristics. In its simplest form, the method of characteristics is as follows. Consider a system of n ordinary differential equations dX = a(X) dt. (O.l ) Let Xx(t) be the solution of this system satisfying the initial condition Xx(O) = x. For an arbitrary continuously differentiable function u(x) we then have: (0.2) u(Xx(t)) - u(x) = j (a(Xx(t)), ~~ (Xx(t))) dt.

Produktkennzeichnungen

ISBN-10
079233213x
ISBN-13
9780792332138
eBay Product ID (ePID)
43096370

Produkt Hauptmerkmale

Verlag
Springer Netherlands, Springer Netherland
Erscheinungsjahr
1994
Anzahl der Seiten
184 Seiten
Publikationsname
Numerical Integration of Stochastic Differential Equations
Sprache
Englisch
Autor
G. N. Milstein
Reihe
Mathematics And Its Applications
Format
Gebundene Ausgabe

Zusätzliche Produkteigenschaften

Hörbuch
No
Inhaltsbeschreibung
Hc Runder Rücken Kaschiert
Nummer Innerhalb der Serie
313
Item Height
1cm
Item Length
24cm
Item Weight
448g
Item Width
16cm

Item description from the seller

Business seller information

Value Added Tax Number:
  • DE 204970744
antiquariat-bernhardt-kassel

antiquariat-bernhardt-kassel

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Herzlich Willkommen im Onlineshop des Antiquariates Bernhardt. Auf 400 m2 führen wir in Kassel in der Knorrstraße 39 eine Auswahl von ca. 50.000 Büchern aus allen Fach- und Sachgebieten. Eine kleine ...
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