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Stochastic Calculus: Applications in Science and Engineering

Stochastic Calculus: Applications in Science and Engineering

Paperback

General MathematicsProbability & Statistics

ISBN10: 1461265010
ISBN13: 9781461265016
Publisher: Springer Nature
Published: Dec 13 2013
Pages: 775
Weight: 2.40
Height: 1.57 Width: 6.14 Depth: 9.21
Language: English
Stochastic Calculus focuses on analyzing and presenting solutions for a wide range of stochastic problems in applied mathematics, probability theory, physics, science, engineering, and finance. The author outlines essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation, then presents methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. This self-contained text may be used for graduate courses and as a reference for applied scientists interested in methods for solving stochastic problems.

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Probability & Statistics