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...
Cote: | Libro Electrónico |
---|---|
Auteur principal: | Mamontov, Yevgeny, 1955- |
Autres auteurs: | Willander, M. |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Singapore ; River Edge, NJ :
World Scientific,
2001.
|
Collection: | Series on advances in mathematics for applied sciences ;
v. 56. |
Sujets: | |
Accès en ligne: | Texto completo |
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