An Informal Introduction to Stochastic Calculus With Applications - Couverture rigide

Calin, Ovidiu

 
9789811247095: An Informal Introduction to Stochastic Calculus With Applications
Couverture rigide
ISBN 10 : 9811247099 ISBN 13 : 9789811247095
Editeur : World Scientific Publishing Co Pte Ltd, 2021

Synopsis

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory.The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.This edition has also improved presentation from the first edition in several chapters, including new material.

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

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2021
Langue
anglais
ISBN 10 
9811247099
ISBN 13 
9789811247095
Reliure
Relié
Numéro d'édition
2
Nombre de pages
512
Coordonnées du fabricant
non disponible
Personne responsable
non disponible