Adaptive Concepts for High-dimensional Stochastic Differential Equations

Adaptive Concepts for High-dimensional Stochastic Differential Equations
Author: Fabian Merle
Publisher:
Total Pages: 0
Release: 2022
Genre:
ISBN:


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Adaptive Concepts for High-dimensional Stochastic Differential Equations
Language: en
Pages: 0
Authors: Fabian Merle
Categories:
Type: BOOK - Published: 2022 - Publisher:

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High-dimensional Nonlinear Diffusion Stochastic Processes
Language: en
Pages: 322
Authors: Yevgeny Mamontov
Categories: Mathematics
Type: BOOK - Published: 2001-01-19 - Publisher: World Scientific

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This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are c
Applied Stochastic Differential Equations
Language: en
Pages: 327
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.
Stability of Infinite Dimensional Stochastic Differential Equations with Applications
Language: en
Pages: 311
Authors: Kai Liu
Categories: Mathematics
Type: BOOK - Published: 2005-08-23 - Publisher: CRC Press

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Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st
Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages: 356
Authors: G. Kallianpur
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: IMS

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