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Introduction To Differential Equations, An: Stochastic Modeling, Methods And Analysis (Volume 2)

Introduction To Differential Equations, An: Stochastic Modeling, Methods And Analysis (Volume 2)
Author: Anilchandra G Ladde
Publisher: World Scientific Publishing Company
Total Pages: 634
Release: 2013-01-11
Genre: Mathematics
ISBN: 9814397393

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Volume 1: Deterministic Modeling, Methods and Analysis For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as engineering. The advancement of knowledge in stochastic differential equations is spreading rapidly across the graduate and postgraduate programs in universities around the globe. This will be the first available book that can be used in any undergraduate/graduate stochastic modeling/applied mathematics courses and that can be used by an interdisciplinary researcher with a minimal academic background. An Introduction to Differential Equations: Volume 2 is a stochastic version of Volume 1 (“An Introduction to Differential Equations: Deterministic Modeling, Methods and Analysis”). Both books have a similar design, but naturally, differ by calculi. Again, both volumes use an innovative style in the presentation of the topics, methods and concepts with adequate preparation in deterministic Calculus. Errata Errata (32 KB)


An Introduction to Differential Equations

An Introduction to Differential Equations
Author: Anil G. Ladde
Publisher: World Scientific Publishing Company
Total Pages: 0
Release: 2013
Genre: Differential equations
ISBN: 9789814390064

Download An Introduction to Differential Equations Book in PDF, ePub and Kindle

For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as engineering. the advancement of knowledge in stochastic differential equations is spreading rapidly across the graduate and postgraduate programs in universities around the globe. This will be the first available book that can be used in any undergraduate/graduate stochastic modeling/applied mathematics courses and that can be used by an interdisciplinary researcher with a minimal academic background.An Introduction to Differential Equations: Volume 2 is a stochastic version of Volume 1 ("An Introduction to Differential Equations: Deterministic Modeling, Methods and Analysis"). Both books have a similar design, but naturally, differ by calculi. Again, both volumes use an innovative style in the presentation of the topics, methods and concepts with adequate preparation in deterministic Calculus.


Introduction To Differential Equations, An: Deterministic Modeling, Methods And Analysis (Volume 1)

Introduction To Differential Equations, An: Deterministic Modeling, Methods And Analysis (Volume 1)
Author: Anilchandra G Ladde
Publisher: World Scientific Publishing Company
Total Pages: 542
Release: 2012-05-31
Genre: Mathematics
ISBN: 9813100605

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Volume 2: Stochastic Modeling, Methods, and Analysis This is a twenty-first century book designed to meet the challenges of understanding and solving interdisciplinary problems. The book creatively incorporates “cutting-edge” research ideas and techniques at the undergraduate level. The book also is a unique research resource for undergraduate/graduate students and interdisciplinary researchers. It emphasizes and exhibits the importance of conceptual understandings and its symbiotic relationship in the problem solving process. The book is proactive in preparing for the modeling of dynamic processes in various disciplines. It introduces a “break-down-the problem” type of approach in a way that creates “fun” and “excitement”. The book presents many learning tools like “step-by-step procedures (critical thinking)”, the concept of “math” being a language, applied examples from diverse fields, frequent recaps, flowcharts and exercises. Uniquely, this book introduces an innovative and unified method of solving nonlinear scalar differential equations. This is called the “Energy/Lyapunov Function Method”. This is accomplished by adequately covering the standard methods with creativity beyond the entry level differential equations course.


An Introduction to Stochastic Modeling

An Introduction to Stochastic Modeling
Author: Howard M. Taylor
Publisher: Academic Press
Total Pages: 410
Release: 2014-05-10
Genre: Mathematics
ISBN: 1483269272

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An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.


Applied Stochastic Differential Equations

Applied Stochastic Differential Equations
Author: Simo Särkkä
Publisher: Cambridge University Press
Total Pages: 327
Release: 2019-05-02
Genre: Business & Economics
ISBN: 1316510085

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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.


Introduction to Stochastic Analysis

Introduction to Stochastic Analysis
Author: Vigirdas Mackevicius
Publisher: John Wiley & Sons
Total Pages: 220
Release: 2013-02-07
Genre: Mathematics
ISBN: 1118603249

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This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Itô and Stratonovich stochastic integrals, Itô’s formula; stochastic differential equations (SDEs); solutions of SDEs as Markov processes; application examples in physical sciences and finance; simulation of solutions of SDEs (strong and weak approximations). Exercises with hints and/or solutions are also provided.


Stochastic Modeling

Stochastic Modeling
Author: Barry L. Nelson
Publisher: Courier Corporation
Total Pages: 338
Release: 2012-10-11
Genre: Mathematics
ISBN: 0486139948

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Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.


Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations
Author: Peter E. Kloeden
Publisher: Springer Science & Business Media
Total Pages: 666
Release: 2013-04-17
Genre: Mathematics
ISBN: 3662126168

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP


Introduction to Stochastic Calculus Applied to Finance

Introduction to Stochastic Calculus Applied to Finance
Author: Damien Lamberton
Publisher: CRC Press
Total Pages: 253
Release: 2011-12-14
Genre: Business & Economics
ISBN: 142000994X

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Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors' own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.