Posted by **AvaxGenius** at Aug. 12, 2020

English | EUPB | 2013 | 271 Pages | ISBN : 3319009354 | 4.12 MB

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature.

Posted by **interes** at March 24, 2021

English | 2011 | ISBN: 1420092111 | 463 pages | PDF | 3,4 MB

Posted by **AvaxGenius** at June 13, 2022

English | PDF | 2004 | 612 Pages | ISBN : 3540211101 | 44 MB

Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise.

Posted by **ChrisRedfield** at May 11, 2019

Published: 2015-05-07 | ISBN: 3319182056, 3319384503 | PDF | 192 pages | 4.9 MB

Posted by **AvaxGenius** at Aug. 17, 2019

English | PDF(Repost),EPUB | 2015 | 198 Pages | ISBN : 3319182056 | 8.99 MB

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.

Posted by **DZ123** at Oct. 27, 2019

English | 2014 | ISBN: 3319075861 | PDF | pages: 423 | 8.5 mb

Posted by **DZ123** at March 11, 2019

English | 2014 | ISBN: 1107055849 | PDF | pages: 512 | 2.4 mb

Posted by **DZ123** at Oct. 27, 2019

English | 2014 | ISBN: 3319075896 | PDF | pages: 489 | 9.0 mb

Posted by **roxul** at June 25, 2017

English | ISBN: 3319530666 | 2017 | 910 pages | PDF | 11 MB

Posted by **AvaxGenius** at Jan. 3, 2021

English | PDF | 2008 | 449 Pages | ISBN : 0387743162 | 3.9 MB

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.