Modeling with Itô stochastic differential equations / by E. Allen.
By: Allen, E. (Edward).
Material type:
TextSeries: Mathematical modelling--theory and applications ; v. 22.Publisher: Dordrecht : Springer, c2007Description: xii, 228 p. : ill. ; 24 cm.ISBN: 9781402059520 (acidfree paper); 9781402059537 (ebook).Subject(s): Stochastic differential equationsDDC classification: 519.2
Reviews from LibraryThing.com:
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
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Prof. G. K. Chadha Library
South Asian University |
519.2 A4256m (Browse shelf) | Available | BK00011957 |
Total holds: 0
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| 519.02462 R256p Probability & statistics for engineers / | 519.02462 W219p Probability and statistics for engineers and scientists / | 519.1 B1555e The elements of stochastic processes with applications to the natural sciences. | 519.2 A4256m Modeling with Itô stochastic differential equations / | 519.2 A8195b Basic probability theory / | 519.2 A8195b Basic probability theory / | 519.2 A8195b Basic probability theory / |
Includes bibliographical references (p. 217-222) and index.
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