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Modeling with Itô Stochastic Differential Equations by E. Allen

Modeling with Itô Stochastic Differential Equations

Mathematical Modelling: Theory and Applications

E. Allen

228 pages missing pub info (editions)

nonfiction mathematics medium-paced
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Description

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, lett...

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