Applied stochastic differential equations:

"Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines"...

Gespeichert in:
Bibliographische Detailangaben
Beteiligte Personen: Särkkä, Simo (VerfasserIn), Solin, Arno (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cambridge, United Kingdom Cambridge University Press 2019
Schriftenreihe:Institute of Mathematical Statistics textbooks 10
Schlagwörter:
Links:https://doi.org/10.1017/9781108186735
https://doi.org/10.1017/9781108186735
https://www.cambridge.org/core/books/applied-stochastic-differential-equations/6BB1B8B0819F8C12616E4A0C78C29EAA
https://doi.org/10.1017/9781108186735
Zusammenfassung:"Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines"...
Beschreibung:Includes bibliographical references and index
Umfang:1 Online-Ressource
ISBN:9781108186735
DOI:10.1017/9781108186735