| 書目名稱 | Modeling with It? Stochastic Differential Equations | | 編輯 | E. Allen | | 視頻video | http://file.papertrans.cn/637/636268/636268.mp4 | | 概述 | A procedure is thoroughly explained for constructing realistic stochastic differential equation models.Many stochastic differential equation models are developed for randomly varying systems in biolog | | 叢書名稱 | Mathematical Modelling: Theory and Applications | | 圖書封面 |  | | 描述 | .Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. ..This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population 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. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. ..Modeling with It? Stochastic Differential Equations .is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, diffe | | 出版日期 | Book 2007 | | 關(guān)鍵詞 | Probability theory; Random variable; Stochastic processes; dynamische Systeme; model; modeling; programmin | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4020-5953-7 | | isbn_softcover | 978-90-481-7487-4 | | isbn_ebook | 978-1-4020-5953-7Series ISSN 1386-2960 | | issn_series | 1386-2960 | | copyright | Springer Science+Business Media B.V. 2007 |
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