Modellierung mit Ito-stochastischen Differentialgleichungen, Hardcover von Allen, E., ...
116,39 €
Modeling With Ito Stochastic Differential Equations, Hardcover by Allen, E., ISBN 1402059523, ISBN-13 9781402059520, Brand New, Free shipping in the US 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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