| 书目名称 | Stochastic World | | 编辑 | Sergey S. Stepanov | | 视频video | | | 概述 | Requires only minimum prior knowledge of probability theory.Ideally suited for professionals who want to quickly grasp the material.Contains problems with detailed solutions in the appendix.Written by | | 丛书名称 | Mathematical Engineering | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 2013 | | 关键词 | Brownian Motion; Feller Process; Fokker-Planck Equation; Ito Calculus; Ito Lemma; Ornstein-Uhlenbeck Proc | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-00071-8 | | isbn_softcover | 978-3-319-03361-7 | | isbn_ebook | 978-3-319-00071-8Series ISSN 2192-4732 Series E-ISSN 2192-4740 | | issn_series | 2192-4732 | | copyright | Springer International Publishing Switzerland 2013 |
The information of publication is updating
|
|
发表于 2025-3-21 19:18:49
