Applications of Stochastic Differential Equations
Applications of Stochastic Differential Equations
复制标题
随机微分方程的应用
DOI：
10.1007/978-3-662-12616-5_7
复制
发表时间：
1992
期刊：
影响因子：
--
通讯作者：
E. Platen
中科院分区：
文献类型：
--
作者：
P. Kloeden;E. Platen
本章包括一个选择的例子从文献中的应用随机微分方程。这些都是从各种各样的学科，目的是刺激读者的兴趣，应用随机微分方程在自己的特定领域的利益和提供一个指示，别人如何使用模型所描述的随机微分方程。在这里，我们简单地描述了方程，并请读者参考原始文件的理由和分析的模型。
This chapter consists of a selection of examples from the literature of applications of stochastic differential equations. These are taken from a wide variety of disciplines with the aim of stimulating the readers’ interest to apply stochastic differential equations in their own particular fields of interest and of providing an indication of how others have used models described by stochastic differential equations. Here we simply describe the equations and refer readers to the original papers for the justification and analysis of the models.