Large Fluctuations of Stochastic Differential Equations

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This monograph deals with the asymptotic behaviour, and in particular the largest fluctuations, of various classes of stochastic differential equations (SDEs) and their discretisations. Equations... This description may be from another edition of this product.

Format:Paperback

Language:English

ISBN:3843359350

ISBN13:9783843359351

Release Date:October 2010

Publisher:LAP Lambert Academic Publishing

Length:240 Pages

Weight:0.79 lbs.

Dimensions:0.6" x 6.0" x 9.0"

Related Subjects

Math Mathematics Science & Math

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Large Fluctuations of Stochastic Differential Equations

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