Processing ......
FreeComputerBooks.com
Links to Free Computer, Mathematics, Technical Books all over the World
 
Stochastic Differential Equations: Models and Numerics
🌠 Top Free Mathematics Books - 100% Free or Open Source!
  • Title: Stochastic Differential Equations: Models and Numerics
  • Author(s) Jesper Carlsson, Kyoung-Sook Moon, Anders Szepessy, Ra´ul Tempone, Georgios Zouraris
  • Publisher: KTH (Kungliga Tekniska Högskolan) ROYAL INSTITUTE OF TECHNOLOGY (February 12, 2019)
  • Hardcover/Paperback: N/A
  • eBook: PDF (202 pages, 2.3 MB)
  • Language: English
  • ISBN-10/ASIN: N/A
  • ISBN-13: N/A
  • Share This:  

Book Description

The goal of this book is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and mathematical finance. Typically, these problems require numerical methods to obtain a solution and therefore the course focuses on basic understanding of stochastic and partial differential equations to construct reliable and efficient computational methods.

About the Authors
  • N/A
Reviews, Ratings, and Recommendations: Related Book Categories: Read and Download Links: Similar Books:
  • Linear Partial Differential Equations and Fourier Theory

    This highly visual introductory textbook presents an in-depth treatment suitable for undergraduates in mathematics and physics, gradually introducing abstraction while always keeping the link to physical motivation.

  • Advanced Stochastic Processes (David Gamarnik)

    This guide to Stochastic Processes covers a wide range of topics. Short, readable chapters aim for clarity rather than full generality. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling

  • Advanced Stochastic Processes (Jan A. Van Casteren)

    This comprehensive guide to Stochastic Processes gives a complete overview of the theory and addresses the most important applications. Basically self-contained, it is both a course book and a rich resource for individual readers.

  • Stochastic Calculus and Finance (Steven E. Shreve)

    The book gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided.

  • Applied Stochastic Processes in Science and Engineering

    This book introduces modern concepts of applied stochastic processes is written for a broad range of applications in diverse areas of engineering and the sciences. Written for a senior undergraduate course offered to students with a suitably mathematical background.

  • Stochastic Modeling and Control (Ivan Ganchev Ivanov)

    The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science.

  • Stochastic Processes for Finance (Patrick Roger)

    It describes the most important stochastic processes used in finance in a pedagogical way, especially Markov chains, Brownian motion and martingales. It also shows how mathematical tools like filtrations, Ito's lemma or Girsanov theorem should be understood in the framework of financial models.

Book Categories
:
Other Categories
Resources and Links