Stochastic Calculus: Applications in Science and Engineering

Seitenzahl:

700

Gewicht:

1252 g

Erschienen bei:

Kluwer Academic Publ

Kurzbeschreibung

Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. However, it is the type, rather than the particular field of application, that is used to categorize these problems. An introductory chapter outlines the types of stochastic problems under consideration in this book and illustrates some of their applications. A user-friendly, systematic exposition unfolds as follows: the essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation are developed in chapters two to five. The Monte Carlo method is used extensively to illustrate difficult theoretical concepts and solve numerically some of the stochastic problems in chapters six to nine.

Mehr über...

Mehr über:  Mathematics, Stochastischer Prozess, Numerische Mathematik, Wahrscheinlichkeitstheorie, Stochastik; Handbuch/Lehrbuch, Probability & Statistics - General

Mehr von: 

Mehr von:  Mircea Grigoriu, Kluwer Academic Publ