Stochastic Integral And Differential Equations In Mathematical Modelling is popular PDF and ePub book, written by Santanu Saha Ray in 2023-04-25, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Integral And Differential Equations In Mathematical Modelling can be Read Online from any device for your convenience.
Stochastic Integral And Differential Equations In Mathematical Modelling Book PDF Summary
The modelling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. One important class of stochastic mathematical models is stochastic partial differential equations (SPDEs), which can be seen as deterministic partial differential equations (PDEs) with finite or infinite dimensional stochastic processes — either with colour noise or white noise. Though white noise is a purely mathematical construction, it can be a good model for rapid random fluctuations.Stochastic Integral and Differential Equations in Mathematical Modelling concerns the analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. It also provides a theoretical basis for working with SDEs and stochastic processes.This book is written in a simple and clear mathematical logical language, with basic definitions and theorems on stochastic calculus provided from the outset. Each chapter contains illustrated examples via figures and tables. The reader can also construct new wavelets by using the procedure presented in the book. Stochastic Integral and Differential Equations in Mathematical Modelling fulfils the existing gap in the literature for a comprehensive account of this subject area.
Detail Book of Stochastic Integral And Differential Equations In Mathematical Modelling PDF
- Author : Santanu Saha Ray
- Release : 25 April 2023
- Publisher : World Scientific
- ISBN : 9781800613591
- Genre : Mathematics
- Total Page : 319 pages
- Language : English
- PDF File Size : 16,6 Mb
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