Stochastic World

Stepanov, Sergey S.

ISBN 10: 3319033611 / ISBN 13: 9783319033617

Editore: Springer International Publishing AG, 2013

This monograph presents an introduction to the Ito calculus techniques used to handle stochastic differential equations. It covers a broad spectrum of techniques which are useful for working with stochastic equations. Series: Mathematical Engineering. Num Pages: 348 pages, biography. BIC Classification: JHBC; PBT; PHU; UYA. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 19. Weight in Grams: 539. . 2013. Paperback. . . . . Codice articolo V9783319033617

Riassunto:

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Dalla quarta di copertina: This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Dati bibliografici

Titolo: Stochastic World
Casa editrice: Springer International Publishing AG
Data di pubblicazione: 2013
Legatura: Brossura
Condizione: New