UID:
almahu_9949460982802882
Umfang:
1 online resource (176 p.)
Ausgabe:
Reprint 2010
ISBN:
9783110944662
,
9783110637199
Anmerkung:
I-VIII --
,
1. Numerical Solution of the Cauchy Problem for Systems of Ordinary Differential Equations --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.1. Elements of Probability Theory, Stochastic Processes and Statistical Simulation --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.2. Cauchy Problem for a SDE System. Main Definitions --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.3. Construction of SDEs with Given Probability Characteristics of Solution --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.4. Linear SDE Systems with Additive and Multiplicative Noise --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.5. Mean Square Stability of SDE Solutions. Stiff in Mean Square SDE Systems. Oscillatory Stochastic Systems --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.6. Simple Numerical Methods Generalizing the Explicit Runge-Kutta Methods --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.7. Families of Numerical Methods for Solving SDE Systems. Theorem of Convergence --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.8. Mean Square Consistency of Methods --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.9. Mean Square Stability of Methods --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.10. Numerical Methods for Solving Linear SDE Systems --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.11. Variable Step Algorithms for Solving SDEs --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.12. Numerical Solution of SDE System with Poisson Component --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.13. Applying SDE for Numerical Solution of Linear Elliptic and Parabolic Equations --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.14. Statistical Simulation of the SDE Solutions in Problems of Analysis and Synthesis of Automated Control --
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2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.15. Numerical Experiments --
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References
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Issued also in print.
,
Mode of access: Internet via World Wide Web.
,
In English.
In:
DGBA Mathematics - 1990 - 1999, De Gruyter, 9783110637199
Weitere Ausg.:
ISBN 9789067642507
Sprache:
Englisch
DOI:
10.1515/9783110944662
URL:
https://doi.org/10.1515/9783110944662
URL:
https://www.degruyter.com/isbn/9783110944662
URL:
https://doi.org/10.1515/9783110944662
URL:
https://doi.org/10.1515/9783110944662
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