Der Artikel ist weiterhin als ^^OTHERCONDITION^^ verfügbar.
Autor: Edward Allen
ISBN-13: 9781402059520
Einband: Gb
Seiten: 228
Gewicht: 510 g
Format: 244x162x19 mm
Sprache: Englisch

Modeling with Itô Stochastic Differential Equations

22, Mathematical Modelling: Theory and Applications
Geben Sie Ihre Bewertung ab!  
Wir verlosen jeden Monat unter allen freigegebenen Rezensionen
3 Gutscheine im Wert von 20 Euro. Teilnahmebedingungen
Edward Allen has taught for more than thirty years as a faculty member at the Massachusetts Institute of Technology and Yale University, and as an invited guest at institutions in the U.S., South America, Europe, and Asia. He is a Fellow of the American Institute of Architects. He has designed more than fifty constructed buildings and is the bestselling author of The Architect's Studio Companion, Architectural Detailing, Fundamentals of Residential Construction, and Shaping Structures: Statics, all published by Wiley.
This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation.
A procedure is thoroughly explained for constructing realistic stochastic differential equation models
Random Variables.- Stochastic Processes.- Stochastic Integration.- Stochastic Differential Equations.- Modeling.
Autor: Edward Allen
Edward Allen has taught for more than thirty years as a faculty member at the Massachusetts Institute of Technology and Yale University, and as an invited guest at institutions in the U.S., South America, Europe, and Asia. He is a Fellow of the American Institute of Architects. He has designed more than fifty constructed buildings and is the bestselling author of The Architect's Studio Companion, Architectural Detailing, Fundamentals of Residential Construction, and Shaping Structures: Statics, all published by Wiley.

Zu diesem Artikel ist noch keine Rezension vorhanden.
Helfen sie anderen Besuchern und verfassen Sie selbst eine Rezension.

 

Rezensionen

Autor: Edward Allen
ISBN-13 :: 9781402059520
ISBN: 1402059523
Erscheinungsjahr: 01.04.2007
Verlag: Springer-Verlag GmbH
Gewicht: 510g
Seiten: 228
Sprache: Englisch
Sonstiges: Buch, 244x162x19 mm