STOCH DIFF EQUA SCI & ENG [W/ CD]

STOCH DIFF EQUA SCI & ENG [W/ CD]

Författare: Henderson Douglas, Plaschko Peter
Förlag: World Scientific Publishing Company
Utgivningsår: 2006
ISBN: 9789812562968

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“The readers will benefit from the illustrations of complex applied phenomena which are well described by using SDEs … At the end of each chapter there are useful exercises with detailed solutions or hints … Anybody working in the area of, or dealing with, stochastic processes, in particular with SDEs, will find interesting topics and/or illustrations.”
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