Stochastic Processes. A Critical Synthesis
The subject of Stochastic Processes is highly specialized and here only we present an assessment of the subject. To explain uncertainty dynamics a model is required which consistsof a system et stochastic differential equation. We provide a critical synthesis of the literature and analyze the geome...
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| Autores principales: | , , , |
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| Formato: | Artículo científico |
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Universidad Autónoma Metropolitana Unidad Azcapotzalco
2008
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| Acceso en línea: | http://www.redalyc.org/articulo.oa?id=41311449005 http://biblioteca.clacso.edu.ar/gsdl/cgi-bin/library.cgi?a=d&c=mx/mx-022&d=41311449005oai |
| Aporte de: |
| Sumario: | The subject of Stochastic Processes is highly specialized and here only we present an assessment of the subject. To explain uncertainty dynamics a model is required which consistsof a system et stochastic differential equation. We provide a critical synthesis of the literature and analyze the geometric behavior of a basket of useful models, stopping at computer simulation and borrowing ideas taken from the Monte Carlo method. |
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