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Introduction to Stochastic Processes
Abstract
This chapter contains sections titled: Brownian Motion Stochastic Processes Stochastic Differential Equations White Noise Stochastic Integrals. Itô and Stratonovich Interpretations The Ornstein–Uhlenbeck Process The Fokker–Planck Equation Further Reading and References Exercises
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Cited by
A mathematical model of the finding of usability problems
Nielsen, J., & Landauer, T. K. (1993) · Proceedings of the SIGCHI conference on Human factors in computing systems - CHI '93 · doi:10.1145/169059.169166 · Cited by 1,961
Optimal structure, market dynamism, and the strategy of simple rules
Davis, J. P., Eisenhardt, K. M., & Bingham, C. B. (2009) · Administrative Science Quarterly · doi:10.2189/asqu.2009.54.3.413 · Cited by 804
A taxonomy of model structures for economic evaluation of health technologies
Brennan, A., Chick, S. E., & Davies, R. (2006) · Health Economics · doi:10.1002/hec.1148 · Cited by 555
Effect of BMI on Lifetime Risk for Diabetes in the U.S.
Narayan, K. M. V., Boyle, J. P., Thompson, T. J., Gregg, E. W., & Williamson, D. F. (2007) · Diabetes Care · doi:10.2337/dc06-2544 · Cited by 510
Modeling Strategic Behavior in Human-Automation Interaction: Why an "Aid" Can (and Should) Go Unused
Kirlik, A. (1993) · Human Factors: The Journal of the Human Factors and Ergonomics Society · doi:10.1177/001872089303500203 · Cited by 177
Metadata
- Venue
- Stochastic Numerical Methods
- Publisher
- Wiley
- Published
- 2014-06-27
- Pages
- 167-190
- OpenAlex
- W3026026050
- Cited by
- 2,383
- References
- 0
- Type
- other
- Language
- en
- Open access
- closed
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