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Stochastic differential equations in science and engineering /
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: | |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New Jersey :
World Scientific,
2006.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications. |
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| Descripción Física: | 1 online resource (xxiii, 215 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 205-209) and index. |
| ISBN: | 9789812774798 9812774793 1281379050 9781281379054 9786611379056 6611379053 |