Stochastic Differential Equations in Science And Engineering

Henderson, Douglas; Plaschko, Peter

 
9789812562968: Stochastic Differential Equations in Science And Engineering
ISBN 10 : 9812562966 ISBN 13 : 9789812562968
Editeur : World Scientific Publishing Co Pte Ltd, 2006

Synopsis

Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.

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Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2006
Langue
anglais
ISBN 10 
9812562966
ISBN 13 
9789812562968
Reliure
Coffret produits
Nombre de pages
240
Coordonnées du fabricant
non disponible
Personne responsable
non disponible