この商品を友人に教える:
Modeling with Ito Stochastic Differential Equations - Mathematical Modelling: Theory and Applications E. Allen 1st Ed. Softcover of Orig. Ed. 2007 edition
価格
¥ 17.146
税抜
遠隔倉庫からの取り寄せ
発送予定日 年9月18日 - 年9月30日
E. Allen の新しいリリースのお知らせを受け取る
iMusicのウィッシュリストに追加
Modeling with Ito Stochastic Differential Equations - Mathematical Modelling: Theory and Applications
E. Allen
This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation.
242 pages, biography