Stochastic Differential Equations:An Introduction with Applications in Population Dynamics Modeling

随机微分方程:导论及人口动力学建模应用

代数学

售   价:
1164.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2017年03月24日
装      帧
精装
ISBN
9781119377382
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页      码
304
开      本
155.6x235mm
语      种
英文
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图书简介
This book uses stochastic differential equation (SDE) models to determine a variety of population growth equations. SDEs represent mathematical models that combine deterministic and stochastic components of dynamic behavior. Their solutions are stochastic processes that depict diffusive dynamics. To address any background deficiencies on the part of the reader, and to offer a comprehensive review for those who need a mathematical refresher, the author has developed four detailed and very comprehensive chapters (Chapters 1-4) pertaining to the aforementioned areas of mathematics/statistics. Additionally, Appendices A-D are also offered for review purposes. These involve some basic calculus concepts (including the Riemann integral); the Lebesgue and Lebesgue-Stieltjes integrals, and ordinary differential equations. Chapter 5 provides an introduction to SDEs and covers existence and uniqueness of solutions, as well as linear stochastic differential equations. Chapter 6 covers stochastic population growth models, and Chapter 7 discusses approximation and estimation of solutions to SDEs. Finally, Chapter 8 examines estimation of parameters of SDEs. Topics covered include parameter estimation via approximation methods, The Euler-Maruyama (E-M) Routine, The Ozaki Routine, and The Shoji-Ozaki (S-O).
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