Stochastic Differential Equations in Science and Engineering (With Cd-Rom).
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there ha...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
World Scientific Publishing Company,
2006.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 1. Stochastic variables and stochastic processes
- 2. Stochastic differential equations
- 3. The Fokker-Plank equation
- 4. Advanced topics
- 5. Numerical solutions of ordinary stochastic differential equations.