Stochastic Differential Equations: An Introduction with Applications (Universitext)

Stochastic Differential Equations: An Introduction with Applications (Universitext)This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often suffi…

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Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2 : Coherent Phenomena in … Systems (Understanding Complex Systems)

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2 : Coherent Phenomena in ... Systems (Understanding Complex Systems)This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often suffi…

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Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1: Basic Concepts, Exact … (Understanding Complex Systems)

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1: Basic Concepts, Exact ... (Understanding Complex Systems)This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often suffi…

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Stochastic Differential Equations: Theory and Applications

Stochastic Differential Equations: Theory and ApplicationsThis book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often suffi…

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Elementary Applications of Probability Theory: With an Introduction to Stochastic Differential Equations (Chapman & Hall Statistics Textbook Series)

Elementary Applications of Probability Theory: With an Introduction to Stochastic Differential Equations (Chapman & Hall Statistics Textbook Series)This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often suffi…

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Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1: Basic Concepts, Exact Res (Understanding Complex Systems)

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1: Basic Concepts, Exact Res (Understanding Complex Systems)This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings. Idea…

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Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2: Coherent Phenomena in Sto (Understanding Complex Systems)

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2: Coherent Phenomena in Sto (Understanding Complex Systems)In some cases, certain coherent structures can exist in stochastic dynamic systems almost in every particular realization of random parameters describing these systems. Dynamic localization in one-dimensional dynamic systems, vortexgenesis (vortex production) in hydrodynamic flows, and phenomenon of clustering of various fields in random media (i.e., appearance of small regions with enhanced content of the field against the nearly vanishing background of this field in the remaining portion of sp…

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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular BiologyIn some cases, certain coherent structures can exist in stochastic dynamic systems almost in every particular realization of random parameters describing these systems. Dynamic localization in one-dimensional dynamic systems, vortexgenesis (vortex production) in hydrodynamic flows, and phenomenon of clustering of various fields in random media (i.e., appearance of small regions with enhanced content of the field against the nearly vanishing background of this field in the remaining portion of sp…

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