Modeling with Ito Stochastic Differential Equations [electronic resource] /
by E. Allen.
- Dordrecht : Springer, 2007.
- xii, 228 p. : ill., digital ; 24 cm.
- Mathematical Modelling: Theory and Applications, 22 1386-2960 ; .
Stochastic differential equations. Mathematics. Applications of Mathematics. Probability Theory and Stochastic Processes. Mathematical Modeling and Industrial Mathematics. Computational Mathematics and Numerical Analysis.