Modeling with ito stochastic differential equations
Auteur :
Allen, Edward
Éditeur :
Allen, Edward
ISBN :
9781402059520
Date de publication :
9 mars 2007
Dimensions :
23,4 x 15,6 x 1,4 cm
Poids :
1150 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. This title presents the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations.