This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probabi
From Elementary Probability to Stochastic Differential Equations with MAPLE
โ Scribed by Sasha Cyganowski, Peter Kloeden, Jerzy Ombach
- Publisher
- Springer
- Year
- 2001
- Tongue
- English
- Leaves
- 324
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
๐ SIMILAR VOLUMES
<p>The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate st
This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering.The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. T
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, prof