Stochastic World

Sergey S. Stepanov (Autor)

Buch | Softcover

IX, 339 Seiten

2015
Springer International Publishing (Verlag)
978-3-319-03361-7 (ISBN)

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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.

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.

Random Events.- Stochastic Equations.- Mean Values.- Probabilities.- Stochastic Integrals.- Systems of Equations.- Stochastic Nature.- Stochastic Society.- Computer Modeling.

Erscheint lt. Verlag	9.7.2015
Reihe/Serie	Mathematical Engineering
Zusatzinfo	IX, 339 p.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Brownian motion • Feller Process • Fokker-Planck Equation • Ito Calculus • Ito Lemma • Mathematical methods in physics • mathematics and statistics • numeric computing • Ornstein-Uhlenbeck process • Probability theory and stochastic processes • random processes • Stochastic Oscillator • Stochastik
ISBN-10	3-319-03361-1 / 3319033611
ISBN-13	978-3-319-03361-7 / 9783319033617
Zustand	Neuware