Articles liés à Modeling With Ito Stochastic Differential Equations

Modeling With Ito Stochastic Differential Equations - Couverture rigide

Livre 9 sur 12: Mathematical Modelling: Theory and Applications

Allen, E.

 
9781402059520: Modeling With Ito Stochastic Differential Equations

Synopsis

<p>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.</p>

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Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.