论文信息 - Stochastic Nonlinear Systems

Stochastic Nonlinear Systems

In this chapter we extend the ideas of Chap. 16 to the nonlinear case. We first describe aspects of nonlinear stochastic models based on stochastic calculus. Important technical issues arise such as the Ito rule and Ito-Taylor expansions for stochastic processes. These ideas are applied to numerical solutions of stochastic differential equations.

Graham C. Goodwin | Juan I. Yuz

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