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Stochastic Differential Equations in Science And Engineering

✍ Scribed by Douglas Henderson, Peter Plaschko


Publisher
World Scientific
Year
2006
Tongue
English
Leaves
240
Category
Library

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πŸ“œ SIMILAR VOLUMES


Stochastic Differential Equations in Sci
✍ Douglas Henderson, Peter Plaschko πŸ“‚ Library πŸ“… 2006 🌐 English

Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there ha

Stochastic Differential Equations in Sci
✍ Douglas Henderson, Peter Plaschko πŸ“‚ Library πŸ“… 2006 🌐 English

Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there ha

Stochastic Differential Equations for Sc
✍ Uffe HΓΈgsbro Thygesen πŸ“‚ Library πŸ“… 2023 πŸ› CRC Press/Chapman & Hall 🌐 English

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stab