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Modeling With It Stochastic Differential Equations Mathematical Modelling Theory And Applications 1st Edition E Allen

  • SKU: BELL-2122882
Modeling With It Stochastic Differential Equations Mathematical Modelling Theory And Applications 1st Edition E Allen
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Modeling With It Stochastic Differential Equations Mathematical Modelling Theory And Applications 1st Edition E Allen instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 1.32 MB
Pages: 240
Author: E. Allen
ISBN: 1402059523
Language: English
Year: 2007
Edition: 1

Product desciption

Modeling With It Stochastic Differential Equations Mathematical Modelling Theory And Applications 1st Edition E Allen by E. Allen 1402059523 instant download after payment.

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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