Stochastic World (Mathematical Engineering)

Stepanov, Sergey S.

ISBN 10: 3319033611 / ISBN 13: 9783319033617

Edité par Springer, 2015

A propos de cet article

N° de réf. du vendeur I-9783319033617

Détails bibliographiques

• Titre: Stochastic World (Mathematical Engineering)
• Éditeur: Springer
• Date de parution: 2015
• Langue: anglais
• ISBN à 10 chiffres: 3319033611
• ISBN à 13 chiffres: 9783319033617
• Reliure: Couverture souple
• État de l'article: New

A propos de ce titre

Synopsis

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.

Présentation de l'éditeur

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.