Stochastic Calculus: Applications in Science and Engineering - Couverture rigide

Grigoriu, Mircea

 
9780817642426: Stochastic Calculus: Applications in Science and Engineering

Synopsis

"Stochastic Calculus" focuses on analyzing and presenting solutions for a wide range of stochastic problems in applied mathematics, probability theory, physics, science, engineering, and finance. The author outlines essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation, then presents methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. This self-contained text may be used for graduate courses and as a reference for applied scientists interested in methods for solving stochastic problems.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9781461265016: Stochastic Calculus: Applications in Science and Engineering

Edition présentée

ISBN 10 :  1461265010 ISBN 13 :  9781461265016
Editeur : Birkhäuser, 2013
Couverture souple