Overview
- Reference for researches in applied probability, stochastic numerical and theoretical analysis and statistics
- Useful for graduate students
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics (PROM, volume 7)
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Table of contents (8 papers)
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Front Matter
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Back Matter
Keywords
About this book
Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume.
The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili.
The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.
As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students.
To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.
Editors and Affiliations
Bibliographic Information
Book Title: Stochastic Differential Equations and Processes
Book Subtitle: SAAP, Tunisia, October 7-9, 2010
Editors: Mounir Zili, Darya V. Filatova
Series Title: Springer Proceedings in Mathematics
DOI: https://doi.org/10.1007/978-3-642-22368-6
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2012
Hardcover ISBN: 978-3-642-22367-9Published: 25 September 2011
Softcover ISBN: 978-3-642-27095-6Published: 27 November 2013
eBook ISBN: 978-3-642-22368-6Published: 24 September 2011
Series ISSN: 2190-5614
Series E-ISSN: 2190-5622
Edition Number: 1
Number of Pages: XII, 264
Topics: Probability Theory and Stochastic Processes, Game Theory, Economics, Social and Behav. Sciences, Systems Theory, Control