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Stochastic World
Sergey Stepanov
€ 120.25
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Description for Stochastic World
Hardcover. 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: 339 pages, biography. BIC Classification: JHBC; PBT; PHU; UYA. Category: (P) Professional & Vocational. Dimension: 243 x 157 x 29. Weight in Grams: 674.
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.
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.
Product Details
Format
Hardback
Publication date
2013
Publisher
Springer International Publishing AG Switzerland
Number of pages
370
Condition
New
Series
Mathematical Engineering
Number of Pages
339
Place of Publication
Cham, Switzerland
ISBN
9783319000701
SKU
V9783319000701
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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