The Resource Applied stochastic differential equations, Simo Särkkä, Arno Solin

Applied stochastic differential equations, Simo Särkkä, Arno Solin

Label
Applied stochastic differential equations
Title
Applied stochastic differential equations
Statement of responsibility
Simo Särkkä, Arno Solin
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
"Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines"--
Member of
Assigning source
Provided by publisher
Cataloging source
LBSOR/DLC
http://library.link/vocab/creatorName
Särkkä, Simo
Dewey number
315/.350151923
Illustrations
illustrations
Index
index present
LC call number
QA274.23
LC item number
.S23 2019
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Solin, Arno
Series statement
Institute of Mathematical Statistics textbooks
Series volume
10
http://library.link/vocab/subjectName
  • Stochastic differential equations
  • Stochastic differential equations
Label
Applied stochastic differential equations, Simo Särkkä, Arno Solin
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references (pages 281-291) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Some background on ordinary differential equations -- Pragmatic introduction to stochastic differential equations -- Itô calculus and stochastic differential equations -- Probability distributions and statistics of SDEs -- Statistics of linear stochastic differential equations -- Useful theorems and formulas for SDEs -- Numerical simulation of SDEs -- Approximation of non-linear SDEs -- Filtering and smoothing theory -- Parameter estimation in SDE models -- Stochastic differential equations in machine learning
Dimensions
23 cm.
Extent
ix, 316 pages
Isbn
9781316649466
Lccn
2018026584
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)1055569653
  • (OCoLC)on1055569653
Label
Applied stochastic differential equations, Simo Särkkä, Arno Solin
Publication
Copyright
Bibliography note
Includes bibliographical references (pages 281-291) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Some background on ordinary differential equations -- Pragmatic introduction to stochastic differential equations -- Itô calculus and stochastic differential equations -- Probability distributions and statistics of SDEs -- Statistics of linear stochastic differential equations -- Useful theorems and formulas for SDEs -- Numerical simulation of SDEs -- Approximation of non-linear SDEs -- Filtering and smoothing theory -- Parameter estimation in SDE models -- Stochastic differential equations in machine learning
Dimensions
23 cm.
Extent
ix, 316 pages
Isbn
9781316649466
Lccn
2018026584
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)1055569653
  • (OCoLC)on1055569653

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