| Title:
|
MODELING WITH ITO STOCHASTIC DIFFERENTIAL EQUATIONS
|
| By: |
Edward Allen |
| Format: |
Hardback |
| List price:
|
£90.00 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
1402059523 |
| ISBN 13: |
9781402059520 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
9 March, 2007 |
| Series: |
Mathematical Modelling: Theory and Applications v. 22 |
| Pages: |
242 |
| Description: |
Explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. This title presents the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. |
| Synopsis: |
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. |
| Illustrations: |
biography |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |