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Modeling with Itô Stochastic Differential Equations

Jezik AngleščinaAngleščina
Knjiga Mehka
Knjiga Modeling with Itô Stochastic Differential Equations E. Allen
Koda Libristo: 01975644
Založba Springer Netherlands, november 2009
This book explains a procedure for constructing realistic stochastic differential equation models fo... Celoten opis
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102.90 €
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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.

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O knjigi

Polni naslov Modeling with Itô Stochastic Differential Equations
Avtor E. Allen
Jezik Angleščina
Vezava Knjiga - Mehka
Datum izida 2010
Število strani 230
EAN 9789048174874
ISBN 9048174872
Koda Libristo 01975644
Založba Springer Netherlands
Teža 440
Mere 156 x 234 x 13

Kategorije

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Technology, Engineering, Agriculture > Technology: general issues > Maths for engineers
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