Stochastic World

Sergey S. Stepanov

ISBN 10: 3319033611 / ISBN 13: 9783319033617

Edité par Springer International Publishing, 2015

A propos de cet article

Druck auf Anfrage Neuware - Printed after ordering - 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.

N° de réf. du vendeur 9783319033617

Détails bibliographiques

• Titre: Stochastic World
• Éditeur: Springer International Publishing
• Date de parution: 2015
• Langue: anglais
• ISBN à 10 chiffres: 3319033611
• ISBN à 13 chiffres: 9783319033617
• Reliure: Taschenbuch
• État de l'article: Neu
• Dimensions: 235 L x 155 H x 20 P (en millimètres) 235 millimètres de largeur par 155 millimètres de hauteur par 20 millimètres de profondeur
• Poids: 534 grammes

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.