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Stochastic integral and differential equations in mathematical modelling /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic integral and differential equations in mathematical modelling /Santanu Saha Ray, National Institute of Technology, Rourkela, India.
Author:	Saha Ray, Santanu,
Published:	New Jersey :World Scientific,c2023.
Description:	xxviii, 290 p. :ill. (some col.) ;24 cm.
Subject:	Stochastic models.
ISBN:	9781800613577 (hbk.) :

Stochastic integral and differential equations in mathematical modelling /
Saha Ray, Santanu,

Stochastic integral and differential equations in mathematical modelling /Santanu Saha Ray, National Institute of Technology, Rourkela, India. - New Jersey :World Scientific,c2023. - xxviii, 290 p. :ill. (some col.) ;24 cm.

Includes bibliographical references and index.

"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. This research monograph concerns analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. The first chapter of the book provides a theoretical basis for working with SDEs and stochastic processes. This book has been written in a simple and clear mathematical logical language. The basic definitions and theorems on stochastic calculus have been provided initially. Each chapter contains illustrated examples via figures and tables. Problems are included which will help readers understand the theories better. Also, the reader can construct new wavelets by using the procedure presented in the book. It will certainly fill up the blank space that the lack of a comprehensive book has caused"--

ISBN: 9781800613577 (hbk.) :NT$3355

LCCN: 2022045798Subjects--Topical Terms:

242915
Stochastic models.

LC Class. No.: QA274.2 / .S24 2023

Dewey Class. No.: 519.2/2

Stochastic integral and differential equations in mathematical modelling /
LDR:02285cam a2200253 a 4500 001 656755
003 OCoLC
005 20240729212614.0
008 240807s2023 njua b 001 0 eng
010 $a 2022045798
020 $a 9781800613577 (hbk.) : $c NT$3355
020 $a 1800613571 (hbk.)
020 $z 9781800613584 (ebook)
020 $z 9781800613591 (ebook)
035 $a (OCoLC)1340030807
035 $a on1340030807
040 $a DLC $b eng $c DLC $d UKMGB $d OCLCQ $d OCLCF $d YDX $d OCLCO
042 $a pcc
050 0 0 $a QA274.2 $b .S24 2023
082 0 0 $a 519.2/2 $2 23/eng20230111
100 1 $a Saha Ray, Santanu, $e author. $3 968074
245 1 0 $a Stochastic integral and differential equations in mathematical modelling / $c Santanu Saha Ray, National Institute of Technology, Rourkela, India.
260 $a New Jersey : $b World Scientific, $c c2023.
300 $a xxviii, 290 p. : $b ill. (some col.) ; $c 24 cm.
504 $a Includes bibliographical references and index.
520 $a "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. This research monograph concerns analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by Wiener processes. The first chapter of the book provides a theoretical basis for working with SDEs and stochastic processes. This book has been written in a simple and clear mathematical logical language. The basic definitions and theorems on stochastic calculus have been provided initially. Each chapter contains illustrated examples via figures and tables. Problems are included which will help readers understand the theories better. Also, the reader can construct new wavelets by using the procedure presented in the book. It will certainly fill up the blank space that the lack of a comprehensive book has caused"-- $c Provided by publisher.
650 0 $a Stochastic models. $3 242915
650 0 $a Stochastic analysis $x Mathematical models. $3 968075
650 0 $a Stochastic integral equations. $3 184241
650 0 $a Stochastic differential equations. $3 185784