Stochastic Calculus
Applications in Science and Engineering
1 edition
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Word Count
198,000 words, Guess
Page Count
792 pages
Physical Format
Hardcover
Identifiers
- ISBN-139780817642426
- ISBN-100817642420
- Goodreads2660302
- LibraryThing3012713
- Library of Congress Control Number2002074386
and 3 more
- OCLC Control Number50004635
- Better World Books9780817642426
- Open LibraryOL8074745M
Classifications
- LCCQA274.2 .G75 2002
- LCCQA273.A1-274.9
Description
"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.
Subjects
Topics
Other Editions
- Stochastic Calculus: Applications in Science and Engineering
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