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Modeling with Itô Stochastic Differential Equations
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Modeling with Itô Stochastic Differential Equations

By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations.
Forfatter
E. Allen
Opplag
2007 ed.
ISBN
9781402059520
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
9.3.2007
Antall sider
230