Modeling with It Stochastic Differential Equations
by E. Allen
ISBN-10: 1402059523
ISBN-13: 9781402059520
$109.99
Book Specs
Trade Cloth
Springer
Published on
Mar 9, 2007
Edition
1st Edition
Dimensions
6.14x0.56x9.21 Inches
Weight
2.54 Pounds
About the Book
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.