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vls/2603nrwcece.visuallibrary.netvdApproximations to probabilistic characteristics of stochastic differential equationsCui, JianboVerfasserautHong, JialinVerfasserautSheng, DeruiVerfasserauttextTextbookszXB-SGSingaporeSpringer[2026]© 20262026monographicengprintxiv, 380 Seitenohne Hilfsmittel zu benutzenBandJianbo Cui, Jialin Hong, Derui ShengThis book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering. It highlights recent advances in the study of key probabilistic features of discretized systems. In particular, this book presents methods for density approximation and examines the impact of numerical discretizations on hitting probabilities for stochastic ordinary and partial differential equations. The preservation of important asymptotic properties, such as large deviation principles and weak intermittency for parabolic stochastic partial differential equations, is also investigated. A distinctive feature of this book is its demonstration of Malliavin calculus and its adaptation to the analysis of probabilistic properties in discrete settingsNumerical Analysis, ProbabilityTheory and StochasticProcesses, AnalysisMalliavin-KalkülDichteDiskrete Approximation978981958812199377355345406441HT031570207Online-Ausgabe, eBook10.1007/978-981-95-8813-89789819588138Lecture notes in mathematics2391(DE-605)HT00125322249HBZ_UBK49HBZ_WUP49HBZ_UBO49HBZ_ULM49HBZ_DUE49HBZ_UBA49HBZ_ULBrda26081720260917113811.0155221901ger https://ce.visuallibrary.net//domainresource/static/graphics/connectors/viewerLogo.gif http://193.30.112.129:83/F/?func=find-c&ccl_term=ICS%3D155221901+X0001 https://ce.visuallibrary.net/id/1403064 https://ce.visuallibrary.net/i3f/v20/1403064/manifest https://ce.visuallibrary.net/proto_ftsearch/1403064