MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02896aam a2200229 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
190923b2019 ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781316649466 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
315.350151923 |
| Item number |
S2A7 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sarkka, Simo |
| 9 (RLIN) |
97299 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Applied stochastic differential equations |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Name of publisher, distributor, etc. |
Cambridge University Press |
| Date of publication, distribution, etc. |
2019 |
| Place of publication, distribution, etc. |
New York |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
ix, 316 p. |
| Other physical details |
Includes index |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Institute of mathematical statistics textbooks |
| 9 (RLIN) |
384374 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Table of Contents<br/>1. Introduction<br/>2. Some background on ordinary differential equations<br/>3. Pragmatic introduction to stochastic differential equations<br/>4. Ito calculus and stochastic differential equations<br/>5. Probability distributions and statistics of SDEs<br/>6. Statistics of linear stochastic differential equations<br/>7. Useful theorems and formulas for SDEs<br/>8. Numerical simulation of SDEs<br/>9. Approximation of nonlinear SDEs<br/>10. Filtering and smoothing theory<br/>11. Parameter estimation in SDE models<br/>12. Stochastic differential equations in machine learning<br/>13. Epilogue. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Itô calculus, the central theorems in the field, and such approximation schemes as stochastic Runge–Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-driven derivations and computational assignments. MATLAB/Octave source code is available for download, promoting hands-on work with the methods.<br/><br/>Contains worked examples and numerical simulation studies in each chapter which make ideas concrete<br/>Includes downloadable MATLAB®/Octave source code to support application and adaptation<br/>The gentle learning curve focuses on understanding and use rather than technical details<br/><br/>https://www.cambridge.org/gb/academic/subjects/statistics-probability/applied-probability-and-stochastic-networks/applied-stochastic-differential-equations?format=PB |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic differential equations |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Medical technology |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Filtering theory |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Smoothing theory |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Solin, Arno |
| Relator term |
Co author |
| 9 (RLIN) |
385449 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |
