Modeling with Itô Stochastic Differential Equations :: SCD d'Orléans

Modeling with Itô Stochastic Differential Equations

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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Chi tiết về thư mục
Tác giả chính:	Allen, Edward James, 19..-
Định dạng:	Livre numérique
Ngôn ngữ:	Anglais
Được phát hành:	Dordrecht : Springer Netherlands [20..]. Cham : Springer Nature
Phiên bản:	1st ed. 2007.
Loạt:	Mathematical Modelling: Theory and Applications 22
Những chủ đề:	Processus stochastiques Analyse stochastique Intégrales stochastiques Équations différentielles stochastiques Équations différentielles stochastiques > Solutions numériques Variables aléatoires
Truy cập trực tuyến:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Chú thích:	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

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