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£63.56

Birkhauser Stochastic Calculus: Applications in Science and Engineering

Name: Stochastic Calculus: Applications in Science and Engineering
Brand: Birkhauser
Price: 63.4 GBP
Availability: InStock

Applied Mathematics

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Description

"Stochastic Calculus" focuses on analyzing and presenting solutions for a wide range of stochastic problems in applied mathematics, probability theory, physics, science, engineering, and finance. The author outlines essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation, then presents methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. This self-contained text may be used for graduate courses and as a reference for applied scientists interested in methods for solving stochastic problems.

Product Specifications

Brand: Birkhauser
Format: paperback
ASIN: 1461265010
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 13 December 2013
Listed Since: 15 April 2014

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Birkhauser Stochastic Calculus: Applications in Science and Engineering

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