Stochastic Systems Uncertainty Quantification and Propagation /

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are rand...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Grigoriu, Mircea (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Springer London : Imprint: Springer, 2012.
Edición:1st ed. 2012.
Colección:Springer Series in Reliability Engineering,
Temas:
Security systems.
Probabilities.
Engineering mathematics.
Engineering-Data processing.
Security Science and Technology.
Probability Theory.
Mathematical and Computational Engineering Applications.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Probability Essentials
  • Random Functions
  • Probabilistic Models
  • Stochastic Integrals and Itô's Formula
  • Properties of Solutions of Stochastic Equations
  • Stochastic Equations with Small Uncertainty
  • Stochastic Algebraic Equations
  • Stochastic Differential Equations with Deterministic Coefficients
  • Stochastic Differential Equations with Random Coefficients.

Ejemplares similares