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...
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 |
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