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Stochastic Calculus : Applications in Science and Engineering by Mircea Grigoriu (auth.) is a nonfiction available to read on EtoBox.

What is Stochastic Calculus : Applications in Science and Engineering about?

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 Of The 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 *

Who reads Stochastic Calculus : Applications in Science and Engineering?

Author

Mircea Grigoriu (auth.)

Publisher

Birkhäuser Boston

Published

2002

Language

EN

ISBN

9781461265016

Category

nonfiction

Subjects

Mathematics, Stem