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Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".
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Stochastic Calculus, Mircea Grigoriu
- Language
- Released
- 2002
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- Title
- Stochastic Calculus
- Language
- English
- Authors
- Mircea Grigoriu
- Publisher
- Birkhäuser
- Publisher
- 2002
- ISBN10
- 0817642420
- ISBN13
- 9780817642426
- Description
- Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".