Modeling with Itô Stochastic Differential Equations
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Publication:3423451
DOI10.1007/978-1-4020-5953-7zbMath1130.60064MaRDI QIDQ3423451
Publication date: 22 February 2007
Published in: Mathematical Modelling: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4020-5953-7
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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