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Modeling with Ito Stochastic Differential Equations - Mathematical Modelling: Theory and Applications Edward Allen 2007 edition
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Modeling with Ito Stochastic Differential Equations - Mathematical Modelling: Theory and Applications
Edward Allen
Explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. This title presents the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations.
242 pages, biography
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2007年3月9日 |
| ISBN13 | 9781402059520 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 242 |
| 寸法 | 156 × 234 × 14 mm · 503 g |
| 言語 | 英語 |
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