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