{"product_id":"chislennoe-integrirovanie-stohasticheskih-differencialnyh-uravnenij-ito-s-programmami-v-srede-matlab-von-dmitrij-kuznecov","title":"Chislennoe integrirowanie stohasticheskih differencial'nyh urawnenij Ito","description":"\u003cp\u003eMonografiya posvyashhena chislennomu integrirovaniju stohasticheskih differencial'nyh uravnenij (SDU) Ito. V knige, kak nigde polno i gluboko, osveshhena problema approximacii povtornyh stohasticheskih integralov Ito i Stratonovicha, primenitel'no k chislennomu integrirovaniju SDU Ito. Monografiya soderzhit bol'shoj material po yavnym i neyavnym, odnoshagovym, dvuhshagovym i trehshagovym, v tom chisle konechno-raznostnym (tipa Runge-Kutta), chislennym shemam vysokih poryadkov tochnosti dlya SDU Ito, osnovannym na stohasticheskih analogah formuly Tejlora (razlozheniya Tejlora-Ito i Tejlora-Stratonovicha). Chislennye metody, privedennye v knige, primeneny k chislennomu resheniju raznoobraznyh matematicheskih zadach, svyazannyh s SDU Ito (fil'traciya, stohasticheskoe optimal'noe upravlenie, ocenivanie parametrov, stohasticheskaya ustojchivost'). Privedeny polnye texty komp'juternyh programm v srede MATLAB. Kniga okazhetsya interesnoj specialistam po teorii sluchajnyh processov, prikladnoj i vychislitel'noj matematike, studentam starshih kursov i aspirantam tehnicheskih vuzov i universitetov, programmistam.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783848482146\"\u003e\u003ch3\u003eS programmami w srede MatLab\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783848482146","offer_id":39457288552541,"sku":"9783848482146","price":79.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/29796844-7f50-4c38-b78b-3587679c854b.jpg?v=1773211917","url":"https:\/\/shop.autorenwelt.de\/products\/chislennoe-integrirovanie-stohasticheskih-differencialnyh-uravnenij-ito-s-programmami-v-srede-matlab-von-dmitrij-kuznecov","provider":"Autorenwelt Shop","version":"1.0","type":"link"}