Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden, Eckhard Platen
Inbunden, 1992
1 436 kr
Du är på sajten för privatpersoner.
Du är på sajten för privatpersoner.
Del i serien Stochastic Modelling and Applied Probability
1 106 kr
Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.
From the reviews of the second edition: "The first edition of this book [S. Kalpazidou, Cycle representations of Markov processes, Springer, New York, 1995; MR1336140 (96g:60002)] has been reviewed by this reviewer. This second edition amplifies Part I of the first edition, which consisted of 7 chapters, by adding four chapters: Chapter 8. Cycloid Markov processes; Chapter 9. Markov processes on Banach spaces on cycles; Chapter 10. The cycle measures; Chapter 11. Wide-ranging interpretations of the cycle representations of Markov processes. Also, there is a new Section 3.6 devoted to induced circuit chains in Part I, and a new Section 1.4 on Derriennic recurrence criteria in terms of weighted circuits in Part II. Besides, improvements have been introduced at different places (without completely eliminating linguistic slips). The reviewer is glad that this second edition confirms his expectations concerning the applicability potential of the cycle representation topic. The book under review is indeed mainly motivated by the many applications of cycle representations which occurred in different fields, after the publication of the first edition. " (M. Iosifescu, Mathematical Reviews) "The main purpose of the second edition ... is to give systematic and unified exposition of stochastic processes of the Markovian type, homogeneous and with either discrete or continuous parameter, which, under an additional assumption concerning the existence of invariant measures, can be defined by directed cycles or circuits. ... The book will be useful for experts in representation theory of Markov processes." (Anatoliy Swishchuk, Zentralblatt MATH, Vol. 1113 (15), 2007)
Peter E. Kloeden, Eckhard Platen
Inbunden, 1992
1 436 kr
Harold Kushner, G. George Yin
Inbunden, 2003
2 205 kr
Suresh P. Sethi, Han-Qin Zhang, Qing Zhang
Inbunden, 2005
1 139 kr
Wendell H. Fleming, Halil Mete Soner
Inbunden, 2005
1 876 kr
Jean-Pierre Fouque, Josselin Garnier, G. Papanicolaou, Knut Solna
Inbunden, 2007
941 kr
Peter Kotelenez
Inbunden, 2007
1 106 kr
Du är på sajten för privatpersoner.
Del i serien Stochastic Modelling and Applied Probability
1 106 kr
Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.
From the reviews of the second edition: "The first edition of this book [S. Kalpazidou, Cycle representations of Markov processes, Springer, New York, 1995; MR1336140 (96g:60002)] has been reviewed by this reviewer. This second edition amplifies Part I of the first edition, which consisted of 7 chapters, by adding four chapters: Chapter 8. Cycloid Markov processes; Chapter 9. Markov processes on Banach spaces on cycles; Chapter 10. The cycle measures; Chapter 11. Wide-ranging interpretations of the cycle representations of Markov processes. Also, there is a new Section 3.6 devoted to induced circuit chains in Part I, and a new Section 1.4 on Derriennic recurrence criteria in terms of weighted circuits in Part II. Besides, improvements have been introduced at different places (without completely eliminating linguistic slips). The reviewer is glad that this second edition confirms his expectations concerning the applicability potential of the cycle representation topic. The book under review is indeed mainly motivated by the many applications of cycle representations which occurred in different fields, after the publication of the first edition. " (M. Iosifescu, Mathematical Reviews) "The main purpose of the second edition ... is to give systematic and unified exposition of stochastic processes of the Markovian type, homogeneous and with either discrete or continuous parameter, which, under an additional assumption concerning the existence of invariant measures, can be defined by directed cycles or circuits. ... The book will be useful for experts in representation theory of Markov processes." (Anatoliy Swishchuk, Zentralblatt MATH, Vol. 1113 (15), 2007)
Peter E. Kloeden, Eckhard Platen
Inbunden, 1992
1 436 kr
Harold Kushner, G. George Yin
Inbunden, 2003
2 205 kr
Suresh P. Sethi, Han-Qin Zhang, Qing Zhang
Inbunden, 2005
1 139 kr
Wendell H. Fleming, Halil Mete Soner
Inbunden, 2005
1 876 kr
Jean-Pierre Fouque, Josselin Garnier, G. Papanicolaou, Knut Solna
Inbunden, 2007
941 kr
Peter Kotelenez
Inbunden, 2007
1 106 kr