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Found materials: 44

Related tags: processes, equations, differential, applications, introduction, methods, finance, physics, analysis, integrals

Books: Stochastic differential equations and applications (Vol. 2)
Friedman A., 1975

This volume begins with auxiliary results in partial differential equations (Chapter 10) that are needed in the sequel. In Chapters 11 and 12 we study the behavior of the sample paths of solutions of …

Books: Stochastic differential equations and applications (Vol. 1)
Friedman A., 1975

The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control proble…

Books: Stochastic Quantization
Namiki M., 1992

This textbook is an introduction to stochastic quantization, a technique that is considered as important as canonical and path-integral-quantization. The book addresses students and researchers by cov…

Books: Stochastic Approximation and Its Application
Han-Fu Chen, 2002

This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence an…

Books: Stochastic methods in quantum mechanics
Gudder S.P., 1979

Stochastic methods in quantum mechanics

Books: Reversibility and Stochastic Networks
Kelly F.P., 1979

Examines the behavior in equilibrium of vector stochastic processes or stochastic networks, considering a wide range of applications by discussing stochastic models that arise in fields such as operat…
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