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Modeling with Ito Stochastic Differential Equations
Modeling with Ito Stochastic Differential Equations
Author: E. Allen
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, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamica...  more »
ISBN-13: 9781402059537
ISBN-10: 1402059531
Pages: 228
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Publisher: Springer
Book Type: Hardcover
Members Wishing: 0
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