Sinossi
This work focuses on analyzing and presenting solutions for a wide range of stochastic problems that are encountered in applied mathematics, probability, physics, engineering, finance, and economics. The approach used reduces the gap between the mathematical and engineering literature. Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. However, it is the type, rather than the particular field of application, that is used to categorize these problems. An introductory chapter outlines the types of stochastic problems under consideration in this book and illustrates some of their applications. A user-friendly, systematic exposition unfolds as follows: the essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation are developed in chapters two to five. The Monte Carlo method is used extensively to illustrate difficult theoretical concepts and solve numerically some of the stochastic problems in chapters six to nine.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Dalla quarta di copertina
This work focuses on analyzing and presenting solutions for a wide range of stochastic problems that are encountered in applied mathematics, probability, physics, engineering, finance, and economics. The approach used reduces the gap between the mathematical and engineering literature. Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. However, it is the type, rather than the particular field of application, that is used to categorize these problems.
An introductory chapter outlines the types of stochastic problems under consideration in this book and illustrates some of their applications. A user friendly, systematic exposition unfolds as follows: The essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation are developed in chapters 2--5. The Monte Carlo method is used extensively to illustrate difficult theoretical concepts and solve numerically some ofthe stochastic problems in chapters 6--9.
Key features:
* Computational skills developed as needed to solve realistic stochastic problems
* Classical mathematical notation used, and essential theoretical facts boxed
* Numerous examples from applied sciences and engineering
* Complete proofs given; if too technical, notes clarify the idea and/or main steps
* Problems at the end of each chapter reinforce applications; hints given.
* Good bibliography at the end of every chapter
* Comprehensive index
This work is unique, self-contained, and far from a collection of facts and formulas. The analytical and numerical methods approach for solving stochastic problems may be used for self-study by a variety of researchers, and in the classroom by first year graduate students.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Stochastic Calculus: Applications in Science and Engineering
Foto dell'editore
Stochastic Calculus: Applications in Science and Engineering
Da: HPB-Red, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_363218685
Compra usato
EUR 83,99
Spedizione EUR 3,16
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Stochastic Calculus: Applications in Science and Engineering.
Editore:
Boston, Basel, Berlin: Birkhäuser, 2002
ISBN 10: 0817642420
ISBN 13: 9780817642426
Antico o usato
Rilegato
Da: Antiquariat Bernhardt, Kassel, Germania
Valutazione del venditore 5 su 5 stelle
gebundene Ausgabe. Condizione: Sehr gut. Zust: Gutes Exemplar. XII, 774 Seiten, Englisch 1250g. Codice articolo 493571
Compra usato
EUR 87,90
Spedizione EUR 49,90
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Stochastic Calculus
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified. 792 pp. Englisch. Codice articolo 9780817642426
Compra nuovo
EUR 128,39
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Stochastic Calculus
Da: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Gebunden. Condizione: New. Codice articolo 5975733
Compra nuovo
EUR 107,09
Spedizione EUR 48,99
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 792. Codice articolo 26321378
Compra nuovo
EUR 168,64
Spedizione EUR 3,36
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 4 disponibili
Foto dell'editore
Stochastic Calculus
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 4 su 5 stelle
Condizione: New. Print on Demand pp. 792 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Codice articolo 7559357
Compra nuovo
EUR 172,60
Spedizione EUR 7,49
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 4 disponibili
Immagini fornite dal venditore
Stochastic Calculus | Applications in Science and Engineering
Print on DemandDa: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Stochastic Calculus | Applications in Science and Engineering | Mircea Grigoriu | Buch | xiv | Englisch | 2002 | Birkhäuser | EAN 9780817642426 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Codice articolo 104776938
Compra nuovo
EUR 111,10
Spedizione EUR 70,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili
Immagini fornite dal venditore
Stochastic Calculus
Editore:
Birkhäuser Boston, Birkhäuser Boston Sep 2002, 2002
ISBN 10: 0817642420
ISBN 13: 9780817642426
Nuovo
Rilegato
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Neuware -Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 792 pp. Englisch. Codice articolo 9780817642426
Compra nuovo
EUR 128,39
Spedizione EUR 60,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Stochastic Calculus
Print on DemandDa: Biblios, Frankfurt am main, HESSE, Germania
Valutazione del venditore 4 su 5 stelle
Condizione: New. PRINT ON DEMAND pp. 792. Codice articolo 18321384
Compra nuovo
EUR 180,42
Spedizione EUR 9,95
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 4 disponibili
Immagini fornite dal venditore
Stochastic Calculus : Applications in Science and Engineering
Editore:
Birkhäuser Boston, Birkhäuser Boston, 2002
ISBN 10: 0817642420
ISBN 13: 9780817642426
Nuovo
Rilegato
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified. Codice articolo 9780817642426
Compra nuovo
EUR 134,63
Spedizione EUR 66,69
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili