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Modeling with Itô Stochastic Differential Equations

Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochast...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Allen, E. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Dordrecht : Springer Netherlands : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Colección:Mathematical Modelling: Theory and Applications ; 22
Temas:
Acceso en línea:Texto Completo