Numerical Integration of Stochastic Differential Equations formatIsbn:Hardcover - 9780792332138 it will be reasoned why

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Numerical Integration of Stochastic Differential Equations formatIsbn:Hardcover - 9780792332138 it will be reasoned whyU sing stochastic differential equations we can successfully model systems that func tion in the presence of random perturbations. Such systems are among the basic objects of modern control theory. However, the very importance acquired by stochas tic differential equations lies, to a large extent, in the strong connections they have with the equations of mathematical physics. It is well known that problems in math ematical physics involve 'damned