Stochastic Differential Equations: With Applications to Physics and Engineering

✍ Scribed by Kazimierz Sobczyk (auth.)

Publisher: Springer Netherlands
Year: 1991
Tongue: English
Leaves: 414
Series: Mathematics and Its Applications ( East European Series ) 40
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-xvi
Introduction: Origin of Stochastic Differential Equations....Pages 1-5
Stochastic Processes—Short Résumé....Pages 6-81
Stochastic Calculus: Principles and Results....Pages 82-136
Stochastic Differential Equations: Basic Theory....Pages 137-194
Stochastic Differential Equations: Analytical Methods....Pages 195-298
Stochastic Differential Equations: Numerical Methods....Pages 299-330
Applications: Stochastic Dynamics of Engineering Systems....Pages 331-370
Back Matter....Pages 371-400

✦ Subjects

Probability Theory and Stochastic Processes; Vibration, Dynamical Systems, Control; Measure and Integration

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