Modeling with Itô Stochastic Differential Equations

Paperback Engels 2010 9789048174874
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9789048174874
Taal:Engels
Bindwijze:paperback
Aantal pagina's:230
Uitgever:Springer Netherlands
Druk:0

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Inhoudsopgave

Random Variables.- Stochastic Processes.- Stochastic Integration.- Stochastic Differential Equations.- Modeling.

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        Modeling with Itô Stochastic Differential Equations