Stochastic World (Hardcover)

Sergey S. Stepanov

ISBN 10: 3319000705 / ISBN 13: 9783319000701

Edité par Springer International Publishing AG, Cham, 2013

A propos de cet article

Hardcover. This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content. This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

N° de réf. du vendeur 9783319000701

Détails bibliographiques

• Titre: Stochastic World (Hardcover)
• Éditeur: Springer International Publishing AG, Cham
• Date de parution: 2013
• Langue: anglais
• ISBN à 10 chiffres: 3319000705
• ISBN à 13 chiffres: 9783319000701
• Reliure: Hardcover
• État de l'article: new

A propos de ce titre

Synopsis

This monograph presents an introduction to the Ito calculus techniques used to handle stochastic differential equations. It covers a broad spectrum of techniques which are useful for working with stochastic equations.