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

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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.
Författare
E. Allen
Upplaga
1st ed. Softcover of orig. ed. 2007
ISBN
9789048174874
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2010-11-16
Förlag
Springer
Sidor
230