Stochastic World |
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Author:
| Stepanov, Sergey S. |
Series title: | Mathematical Engineering Ser. |
ISBN: | 978-3-319-00070-1 |
Publication Date: | Jul 2013 |
Publisher: | Springer International Publishing AG
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Imprint: | Springer |
Book Format: | Hardback |
List Price: | USD $109.99 |
Book Description:
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This monograph presents an introduction to the Ito calculus techniques used to handle stochastic differential equations. It covers a broad spectrum of techniques which are useful for working with stochastic equations.
This monograph presents an introduction to the Ito calculus techniques used to handle stochastic differential equations. It covers a broad spectrum of techniques which are useful for working with stochastic equations.