An introduction to stochastic differential equations
Author
Publisher
American Mathematical Society
Publication Date
[2013]
Language
English
Description
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Subjects
Subjects
Numerical analysis -- Partial differential equations, boundary value problems -- Probabilistic methods, particle methods, etc
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
Probability theory and stochastic processes -- Markov processes -- Brownian motion
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
Stochastic differential equations
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
Probability theory and stochastic processes -- Markov processes -- Brownian motion
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
Stochastic differential equations
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ISBN
9781470410544
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