{"product_id":"9789819588121","title":"Approximations to Probabilistic Characteristics of Stochastic Differential Equations","description":"\u003ch3\u003eLecture Notes in Mathematics\u003c\/h3\u003e\u003ch1\u003eApproximations to Probabilistic Characteristics of Stochastic Differential Equations\u003c\/h1\u003e\u003ch3\u003eJianbo Cui | Jialin Hong | Derui Sheng\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Numerical Analysis\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003eThis 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 settings. \u003c\/p\u003e\r\n\u003cp\u003eThis book is intended for graduate students and researchers with backgrounds in probability theory, stochastic analysis, and numerical analysis who are interested in the analysis and numerical approximation of stochastic differential equations.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e\n\u003cp\u003eJianbo Cui, assistant professor, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, HongKong\u003c\/p\u003e\r\n\u003cp\u003e \u003c\/p\u003e\r\n\u003cp\u003eProf. Jialin Hong, professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China\/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China\u003c\/p\u003e\r\n\u003cp\u003e \u003c\/p\u003e\r\n\u003cp\u003eDerui Sheng, Postdoctoral researcher,Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, HongKong\u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e24 August 2026\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eSpringer Nature Singapore\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eSpringer\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9789819588121\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003ePaperback \/ softback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e316\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Springer Nature Singapore","offers":[{"title":"Default Title","offer_id":46311568212108,"sku":"9789819588121","price":80.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9789819588121.jpg?v=1781056158","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9789819588121","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}