Kooperativer Bibliotheksverbund

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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 -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations -- , 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 -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.2. Cauchy Problem for a SDE System. Main Definitions -- , 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 -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.4. Linear SDE Systems with Additive and Multiplicative Noise -- , 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 -- , 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 -- , 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 -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.8. Mean Square Consistency of Methods -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.9. Mean Square Stability of Methods -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.10. Numerical Methods for Solving Linear SDE Systems -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.11. Variable Step Algorithms for Solving SDEs -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.12. Numerical Solution of SDE System with Poisson Component -- , 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 -- , 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 -- , 2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.15. Numerical Experiments -- , References , 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

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