Modeling with Itô Stochastic Differential Equations

• Κύριος συγγραφέας: Allen, E. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Dordrecht : Springer Netherlands, 2007.
• Σειρά: Mathematical Modelling: Theory and Applications, 22
• Θέματα: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Applied mathematics.; Engineering mathematics.; Computer mathematics.; Mathematical models.; Probabilities.; Probability Theory and Stochastic Processes.; Applications of Mathematics.; Analysis.; Mathematical Modeling and Industrial Mathematics.; Computational Mathematics and Numerical Analysis.

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...

Πίνακας περιεχομένων:

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