Approximations to Probabilistic Characteristics of Stochastic Differential Equations
$139.00
- Paperback
380 pages
- Release Date
29 July 2026
Summary
This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting pro…
Book Details
| ISBN-13: | 9789819588121 |
|---|---|
| ISBN-10: | 981958812X |
| Author: | Jianbo Cui, Jialin Hong, Derui Sheng |
| Publisher: | Springer Verlag, Singapore |
| Imprint: | Springer Verlag, Singapore |
| Format: | Paperback |
| Number of Pages: | 380 |
| Release Date: | 29 July 2026 |
| Dimensions: | 155mm x 235mm |
| Series: | Lecture Notes in Mathematics |
Jianbo Cui
Jianbo Cui, assistant professor, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong.
Prof. Jialin Hong, professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China.
Derui Sheng, Postdoctoral researcher, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong.
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