Allen, E.

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 ; .

9781402059537 (electronic bk.) 9781402059520 (paper)


Stochastic differential equations.
Mathematics.
Applications of Mathematics.
Probability Theory and Stochastic Processes.
Mathematical Modeling and Industrial Mathematics.
Computational Mathematics and Numerical Analysis.