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Modeling with Ito Stochastic Differential Equations - Mathematical Modelling: Theory and Applications E. Allen 1st Ed. Softcover of Orig. Ed. 2007 edition
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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 16, 2010 |
| ISBN13 | 9789048174874 |
| Publishers | Springer |
| Pages | 242 |
| Dimensions | 156 × 234 × 13 mm · 344 g |
| Language | English |
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