Modeling with Itô Stochastic Differential Equations

DOI10.1007/978-1-4020-5953-7zbMath1130.60064MaRDI QIDQ3423451

Edward J. Allen

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

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

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