| Поле | Инд. | ПП | Название | Значение |
|---|---|---|---|---|
| Тип записи | a | |||
| Библиографический уровень | m | |||
| 001 | Контрольный номер | RU/IS/BASE/472742084 | ||
| 005 | Дата корректировки | 20150921154254.2 | ||
| 020 | a | ISBN | 978-5-7422-3973-4 | |
| 040 | a | Служба первич. каталог. | НБ ТвГУ | |
| b | Код языка каталог. | rus | ||
| e | Правила каталог. | PSBO | ||
| 041 | 0_ | a | Код языка текста | eng |
| h | Код языка оригинала | eng | ||
| 080 | a | Индекс УДК | 519.21 | |
| 080 | a | Индекс УДК | 519.65 | |
| 084 | a | Индекс другой классификации/Индекс ББК | В171.51 | |
| 090 | a | Полочн. индекс | В171.5 | |
| x | Авторский знак | K 96 | ||
| 100 | 1_ | a | Автор | Kuznecov Dmitrij Feliksovic |
| q | Полное имя | Dmitriy F. Kuznetsov | ||
| 245 | 10 | a | Заглавие | Multiple Ito and Stratonovich stochastic integrals |
| b | Продолж. заглавия | approximations, properties, formulas | ||
| 260 | a | Место издания | Saint-Petersburg | |
| b | Издательство | Polytechnical University Publishing House | ||
| c | Дата издания | 2013 | ||
| 300 | a | Объем | 380 p. | |
| 520 | 0_ | a | Аннотация | The basis of this book is composed on the monographs:1. Kuznetsov D.F. Strong Approximation of Multiple Ito and Stratonovich Stochastic Integrals. Multiple Fourier series approach. St.-Petersburg Polytechnical University Press, St.-Petersburg. 2011. 282 p. (in English);2. Dmitriy Kuznetsov. Approximation of Multiple Ito and Stratonovich Stochastic Integrals. Multiple Fourier series approach. AV Akademikerverlag, Saarbrucken. 2012, 300 p. (In English), which are the first monographs where the problem of strong (mean-square) approximation of multiple Ito and Stratonovich stochastic integrals is sistematically analyzed in the context of numerical integration of stochastic differential Ito equations. The presented book and mentioned monographs successfully use the tool of multiple and iterative Fourier series, built in the space L2 and pointwise, for the strong approximation of multiple stochastic integrals and open a new direction in researching of multiple Ito and Stratonovich stochastic integrals. We obtained exact expressions for mean-square errors of approximation of multiple Ito stochastic integrals of 1 - 4 multiplicity. We provided a significant practical material devoted to approximation of specific multiple Ito and Stratonovich stochastic integrals of 1 - 5 multiplicity using the system of Legendre polynomials and the system of trigonometric functions. We compared the methods formulated in this book with existing methods. We consider some weak approximations of multiple Ito stochastic integrals. We proved the theorems about integration order replacement for multiple Ito stochastic integrals and for the multiple stochastic integrals according to martingale. We brought out two families of analytical formulas for calculation of stochastic integrals. This book will be interesting for specialists dealing with the theory of stochastic processes, applied and computational mathematics, senior students and postgraduates of technical institutes and universities, as well as for computer experts. |
| 653 | 0_ | a | Ключевые слова | Стохастические интегралы |
| a | Ключевые слова | Интегралы | ||
| a | Ключевые слова | Интеграл ИТО | ||
| a | Ключевые слова | Интеграл Стратоновича | ||
| a | Ключевые слова | Теория вероятностей | ||
| a | Ключевые слова | Математика | ||
| a | Ключевые слова | Случайные процессы (мат.) | ||
| 901 | t | Тип документа | m | |
| 920 | a | Оператор | Хохл | |
| a | Оператор | Суха | ||
| a | Оператор | Конд | ||
| 930 | a | Новая/Ретро | новая | |
| a | Новая/Ретро | иностр | ||
| 952 | c | Вид литературы | К рн | |
| 954 | a | Дата поступления на обработку | 20150921 | |
| b | Дата поступления в ОК | 20141224 |