Authors: | Giovanis, Apostolos Skiadas, Christos Dimoticalis, Ioannis |
Publisher: | World Scientific |
Issue Date: | 1-Jan-1994 |
Book: | Selected topics on stochastic modelling |
Abstract: | This paper explores the main stochastic differential equation models by following the Ito integration rules. Analytic solutions of these models are provided. A Gompertzian stochastic model is also studied and analytic solutions, the mean and the variance are provided. In the end of this paper some illustrations of the above models are presented. |
ISBN: | 978-981-4550-70-3 |
URL: | https://www.worldscientific.com/doi/pdf/10.1142/9789814534147#page=309 |
URI: | https://uniwacris.uniwa.gr/handle/3000/2514 |
Type: | Book Chapter |
Department: | Department of Business Administration |
School: | School of Administrative, Economics and Social Sciences |
Affiliation: | University of West Attica (UNIWA) |
Appears in Collections: | Book Chapter / Κεφάλαιο Βιβλίου |
CORE Recommender
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.