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High-dimensional nonlinear diffusion stochastic processes : modelling for engineering applications /

Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Mamontov, Yevgeny, 1955-
Otros Autores: Willander, M.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; River Edge, NJ : World Scientific, 2001.
Colección:Series on advances in mathematics for applied sciences ; v. 56.
Temas:
Acceso en línea:Texto completo