Stochastic World |
|
| Author:
| Stepanov, Sergey S. |
| Series title: | Mathematical Engineering Ser. |
| ISBN: | 978-3-319-00070-1 |
| Publication Date: | Jul 2013 |
| Publisher: | Springer International Publishing AG
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $109.99 |
Book Description:
|
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.