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Foundations of Iso-Differential Calculus

Volume 5 -- Iso-Stochastic Differential Equations

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Foundations of Iso-Differential Calculus Svetlin Georgiev
Libristo kod: 03198504
Nakladnici Nova Science Publishers Inc, travanj 2015
Chapter 1 represents a short introduction to the theory of iso-probability theory. They are defined... Cijeli opis
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Chapter 1 represents a short introduction to the theory of iso-probability theory. They are defined iso-probability measure, iso-probability space, random iso-variable of the first, second, third, fourth and fifth kind, iso-expected values, iso-martingales, iso-Brownian motion, iso-Wiener processes, Paley-Wiener-Zygmund integral, Itôs iso-integral, and they are deducted some of their properties. Chapter 2 is devoted on the iso-stochastic differential equations of the first, second and third kind, and for them they are proved the general existence and uniqueness theorems. They are given some methods for solving of some classes iso-stochastic differential equations. Chapter 3 deals with the linear iso-stochastic differential equations. The dependence on parameters and initial data is considered in Chapter 4. In Chapter 5 is investigated the stability of the main classes iso-stochastic differential equations. Iso-Stratonovich iso-integral and its properties are considered in Chapter 6.

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Informacije o knjizi

Puni naziv Foundations of Iso-Differential Calculus
Autor Svetlin Georgiev
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2015
Broj stranica 252
EAN 9781634821469
ISBN 9781634821469
Libristo kod 03198504
Nakladnici Nova Science Publishers Inc
Težina 662
Dimenzije 232 x 280 x 20

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
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