Modeling with Ito 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...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Dordrecht :
Springer
c2007.
|
| Edición: | 1st ed. 2007. |
| Colección: | Mathematical modelling--theory and applications ;
v. 22. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009460790306719 |
Tabla de Contenidos:
- Random Variables
- Stochastic Processes
- Stochastic Integration
- Stochastic Differential Equations
- Modeling.
