Stochastic Differential Equations

F. Russo

doi:10.1016/B0-12-512666-2/00369-2

Stochastic Differential Equations

F. Russo

University Paris 13

Résultats de recherche: Le chapitre dans un livre, un rapport, une anthologie ou une collection › Chapitre › Revue par des pairs

Résumé

Stochastic differential equations (SDEs) appear today as a modeling tool in several sciences as telecommunications, economics, finance, biology, and quantum field theory.

langue originale	Anglais
titre	Encyclopedia of Mathematical Physics
Sous-titre	Five-Volume Set
Editeur	Elsevier Inc.
Pages	63-71
Nombre de pages	9
ISBN (Electronique)	9780125126601
ISBN (imprimé)	9780125126663
Les DOIs	https://doi.org/10.1016/B0-12-512666-2/00369-2
état	Publié - 1 janv. 2004
Modification externe	Oui

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10.1016/B0-12-512666-2/00369-2

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title = "Stochastic Differential Equations",

abstract = "Stochastic differential equations (SDEs) appear today as a modeling tool in several sciences as telecommunications, economics, finance, biology, and quantum field theory.",

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Stochastic Differential Equations

Résumé

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