Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)
by E. Allen
This book introduces modeling with Itô stochastic differential equations, covering theoretical foundations and practical techniques for advanced mathematical applications.
About This Book
This book presents core concepts in stochastic modeling using Itô calculus.
It covers theoretical foundations and practical modeling techniques.
Readers gain insight into differential equations with random components.
The text is part of the Mathematical Modelling series.
Reviews
No reviews yet. Be the first to review this book!