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.
- ISBN13 9789048174874
- Publish Date 16 November 2010 (first published 1 January 2007)
- Publish Status Active
- Publish Country NL
- Imprint Springer
- Edition Softcover reprint of hardcover 1st ed. 2007
- Format Paperback
- Pages 230
- Language English