Gå direkte til innholdet
Modeling with Itô Stochastic Differential Equations
Spar

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
1st ed. Softcover of orig. ed. 2007
ISBN
9789048174874
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
16.11.2010
Forlag
Springer
Antall sider
230