Modeling with Ito Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22) by E. Allen
A scholarly text on Ito stochastic differential equations within mathematical modelling. Provides theoretical and applied perspectives. Customer note: informative and technical
Highlights
- Ito SDE emphasis
- theory and applications
- mathematical modelling context
Pros
- focused on stochastic differential equations
- theoretically rigorous
- applicable to mathematical modelling contexts
- authored by a named expert
Cons
- n/a
- n/a
- n/a
