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“wilfried grecksch”

Showing 1 - 3 of 3 results for “wilfried grecksch”
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  • Fractional S(P)DEs

    Theory, Numerics, and Optimal Control

    by Wilfried Grecksch, Hannelore Lisei ...
    Recent breakthroughs in volatility modelling have brought fractional stochastic calculus to a groundbreaking position. Readers of Fractional S(P)DEs will find a unique and comprehensive overview encompassing the theory and the numerics of both ordinary and partial differential equations (SDEs and SPDEs, respectively), driven by fractional Brownian motion.Within this book, both differential ... Read more

    $94.99 CAD

  • Probability: Theory, Examples, Problems, Simulations

    by Hannelore Lisei, Wilfried Grecksch, Mihai Iancu ...
    A key pedagogical feature of the textbook is the accessible approach to probability concepts through examples with explanations and problems with solutions. The reader is encouraged to simulate in Matlab random experiments and to explore the theoretical aspects of the probabilistic models behind the studied experiments. By this appropriate balance between simulations and rigorous mathematical ... Read more

    $50.99 CAD

  • Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics

    by Wilfried Grecksch, Hannelore Lisei ...
    This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers ... Read more

    $85.99 CAD