Modeling with Itô Stochastic Differential Equations: 22 by E. Allen

By E. Allen

This publication explains a technique for developing real looking stochastic differential equation types for randomly various structures in biology, chemistry, physics, engineering, and finance. Introductory chapters current the basic strategies of random variables, stochastic tactics, stochastic integration, and stochastic differential equations. those techniques are defined in a Hilbert house environment which unifies and simplifies the presentation.

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