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"Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. The type, rather than the particular field of applications, is used to categorize these problems. An introductory chapter defines the types of stochastic problems considered in the book and illustrates some of their applications. Chapter 2-5 outline essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation.
Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".
"This self-contained text may be used for several graduate courses and as an important reference resource for applied scientists interested in analytical and numerical methods for solving stochastic problems."--BOOK JACKET.
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1
Stochastic Calculus: Applications in Science and Engineering
Jan 14, 2014, Birkhäuser
paperback
0817682295 9780817682293
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2 |
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3
Stochastic Calculus: Applications in Science and Engineering
2013, Birkhauser Verlag
in English
0817682287 9780817682286
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4
Stochastic Calculus: Applications in Science and Engineering
January 2002, Birkhauser
Hardcover
in English
3764342420 9783764342425
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5
Stochastic Calculus: Applications in Science and Engineering
September 24, 2002, Birkhäuser Boston
Hardcover
in English
- 1 edition
0817642420 9780817642426
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