Discretization Of Processes
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In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the
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Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time sc
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The advent of the digital computer has given great impetus to the development of modern discretization methods in structural mechanics. The young history of the
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Language: en
Pages: 407
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Due to the fundamental role of differential equations in science and engineering it has long been a basic task of numerical analysts to generate numerical value