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Modeling with ItΓ΄ Stochastic Differential Equations (Mathematical Modelling: Theory and Applications)

✍ Scribed by E. Allen

Publisher
Springer
Year
2007
Tongue
English
Leaves
240
Edition
1
Category
Library
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✦ Synopsis

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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