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Modeling with Itô stochastic differential equations

Detalles Bibliográficos
Autor principal: Allen, Edward
Lenguaje:eng
Publicado: Springer 2007
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4020-5953-7
http://cds.cern.ch/record/1250850
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author Allen, Edward
author_facet Allen, Edward
author_sort Allen, Edward
collection CERN
id cern-1250850
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2007
publisher Springer
record_format invenio
spelling cern-12508502021-04-22T01:28:33Zdoi:10.1007/978-1-4020-5953-7http://cds.cern.ch/record/1250850engAllen, EdwardModeling with Itô stochastic differential equationsMathematical Physics and MathematicsSpringeroai:cds.cern.ch:12508502007
spellingShingle Mathematical Physics and Mathematics
Allen, Edward
Modeling with Itô stochastic differential equations
title Modeling with Itô stochastic differential equations
title_full Modeling with Itô stochastic differential equations
title_fullStr Modeling with Itô stochastic differential equations
title_full_unstemmed Modeling with Itô stochastic differential equations
title_short Modeling with Itô stochastic differential equations
title_sort modeling with itô stochastic differential equations
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-1-4020-5953-7
http://cds.cern.ch/record/1250850
work_keys_str_mv AT allenedward modelingwithitostochasticdifferentialequations