Includes both theoretical and computational exercises, allowing for use with mixed-level classes Provides Matlab codes for examples The first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods
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Includes both theoretical and computational exercises, allowing for use with mixed-level classes Provides Matlab codes for examples The first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods
Read Less