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![Modeling with Itô Stochastic Differential Equations by E. Allen](https://558130.bdp32.group/rails/active_storage/representations/redirect/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaHBBNFpWUXc9PSIsImV4cCI6bnVsbCwicHVyIjoiYmxvYl9pZCJ9fQ==--aa9a6d268302fc3ef7ec06b8edf8a38d4d5c473f/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaDdCem9MWm05eWJXRjBTU0lJYW5CbkJqb0dSVlE2RkhKbGMybDZaVjkwYjE5c2FXMXBkRnNIYVFJc0FXa0M5QUU9IiwiZXhwIjpudWxsLCJwdXIiOiJ2YXJpYXRpb24ifX0=--038335c90cf75c275ae4d36968ac417dc4a0a3e3/Modeling%20with%20It%C3%B4%20Stochastic%20Differential%20Equations.jpg)
230 pages • missing pub info (editions)
ISBN/UID: 9789048174874
Format: Paperback
Language: English
Publisher: Springer
Publication date: 16 November 2010
Description
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, lett...
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![Modeling with Itô Stochastic Differential Equations by E. Allen](https://558130.bdp32.group/rails/active_storage/representations/redirect/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaHBBNFpWUXc9PSIsImV4cCI6bnVsbCwicHVyIjoiYmxvYl9pZCJ9fQ==--aa9a6d268302fc3ef7ec06b8edf8a38d4d5c473f/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaDdCem9MWm05eWJXRjBTU0lJYW5CbkJqb0dSVlE2RkhKbGMybDZaVjkwYjE5c2FXMXBkRnNIYVFJc0FXa0M5QUU9IiwiZXhwIjpudWxsLCJwdXIiOiJ2YXJpYXRpb24ifX0=--038335c90cf75c275ae4d36968ac417dc4a0a3e3/Modeling%20with%20It%C3%B4%20Stochastic%20Differential%20Equations.jpg)
230 pages • missing pub info (editions)
ISBN/UID: 9789048174874
Format: Paperback
Language: English
Publisher: Springer
Publication date: 16 November 2010
Description
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, lett...