书评:;数学建模中的随机积分与微分方程

IF 10.8 1区数学 Q1 MATHEMATICS, APPLIED

SIAM Review Pub Date : 2025-05-08 DOI:10.1137/24m163548x

Chaman Kumar

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引用次数: 0

摘要

SIAM评论，第67卷，第2期，第411-411页，2025年5月。在假定读者已经知道概率论的基本原理的情况下，对随机演算作一个简短的讨论。一些有关概率论的基本细节应该包括在内，使书更完备。在此基础上，给出了一些用于实际事件建模的随机微分方程的解析解。然而，作者应该在一般假设下包括适定性，然后应该将这些sde作为特殊情况进行讨论，或者解释单独处理这些方程的必要性。

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Book Review:; Stochastic Integral and Differential Equations in Mathematical Modelling

SIAM Review, Volume 67, Issue 2, Page 411-411, May 2025.
A short discussion on stochastic calculus is given under the assumption that the fundamentals of probability theory are known to readers. Some related basic details on probability theory should have been included to make the book more self-contained. Further, analytic solutions of some stochastic differential equations (SDEs), which are used in modeling real-life events, are given. However, author should have included well-posedness under the general assumptions and then should have either discussed these SDEs as a special case or provided an explanation for the necessity of dealing with such equations separately.

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来源期刊

SIAM Review 数学-应用数学

CiteScore

16.90

自引率

0.00%

发文量

期刊介绍： Survey and Review feature papers that provide an integrative and current viewpoint on important topics in applied or computational mathematics and scientific computing. These papers aim to offer a comprehensive perspective on the subject matter. Research Spotlights publish concise research papers in applied and computational mathematics that are of interest to a wide range of readers in SIAM Review. The papers in this section present innovative ideas that are clearly explained and motivated. They stand out from regular publications in specific SIAM journals due to their accessibility and potential for widespread and long-lasting influence.