Numerical Integration of Stochastic Differential Equations 87 Schwarzkassen oder kriminellen Doppelleben

Schwarzkassen oder kriminellen Doppelleben

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Numerical Integration of Stochastic Differential Equations 87 Schwarzkassen oder kriminellen DoppellebenU 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