书目名称 | Stochastic Equations for Complex Systems |
副标题 | Theoretical and Comp |
编辑 | Stefan Heinz,Hakima Bessaih |
视频video | |
概述 | Provides a better understanding of random dynamical systems and stochastic differential equations.Offers fundamental ideas and tools for the modeling, analysis, and prediction of complex phenomena.Pre |
丛书名称 | Mathematical Engineering |
图书封面 |  |
描述 | .Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. . The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality. . This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and qu |
出版日期 | Book 2015 |
关键词 | Filter Density Function (FDF); Malliavin Calculus; Monte Carlo Simulation; Skorohod Integral; Stochastic |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-18206-3 |
isbn_softcover | 978-3-319-38450-4 |
isbn_ebook | 978-3-319-18206-3Series ISSN 2192-4732 Series E-ISSN 2192-4740 |
issn_series | 2192-4732 |
copyright | Springer International Publishing Switzerland 2015 |