Уравнения с частными производными и математические модели в экономике. Ерофеенко В.Т., Козловская И.С.
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sku: 10020666
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1,576.00 руб.
Shipping from: Russia
Description
В настоящей книге изложен классический курс дифференциальных уравнений с частными производными; рассмотрены методы решения задачи Коши, смешанных и краевых задач для гиперболических, параболических и эллиптических уравнений, имеющих физическую и экономическую интерпретацию. Приводится описание случайных процессов с помощью уравнений с частными производными, исследуются уравнения Колмогорова для марковских процессов. Кроме того, в работе показано построение экономико-математических моделей, использующих элементы теории стохастических процессов, стохастические дифференциальные уравнения, уравнение Блэка-Шоулса и уравнение денежных накоплений. Книга предназначена для студентов математических и экономических специальностей университетов.
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