Large Fluctuations of Stochastic Differential Equations

by Terry Lynch and John Appleby

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"