Stochastic Integral And Differential Equations In Mathematical Modelling (Hardcover)

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.

General

Imprint:	World Scientific Europe Ltd
Country of origin:	United Kingdom
Release date:	March 2023
Authors:	Santanu Saha Ray
Format:	Hardcover
Pages:	320
ISBN-13:	978-1-80061-357-7
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
LSN:	1-80061-357-1
Barcode:	9781800613577

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