Udvidet returret til d. 31. januar 2025

Modeling with Itô Stochastic Differential Equations

Bag om Modeling with Itô Stochastic Differential Equations

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9781402059520
  • Indbinding:
  • Hardback
  • Sideantal:
  • 230
  • Udgivet:
  • 9. marts 2007
  • Udgave:
  • 2007
  • Størrelse:
  • 162x19x244 mm.
  • Vægt:
  • 510 g.
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 6. december 2024

Beskrivelse af Modeling with Itô Stochastic Differential Equations

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.

Brugerbedømmelser af Modeling with Itô Stochastic Differential Equations



Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.