Modeling with Itô Stochastic Differential Equations
Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochast...
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| Autor principal: | |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Dordrecht :
Springer Netherlands
[20..].
Cham : Springer Nature |
| Edição: | 1st ed. 2007. |
| Colecção: | Mathematical Modelling: Theory and Applications
22 |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 237 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Modeling with Itô stochastic differential equations, by E. Allen,..., 2007, Dordrecht, Springer, 1 vol. (XII-228 p.), Mathematical modelling, 978-1-4020-5952-0 • Modeling with Itô Stochastic Differential Equations, Texte imprimé, 9789048174874 • Modeling with Itô Stochastic Differential Equations, Texte imprimé, 9789048112944 |