Cargando…
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 |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New Jersey :
World Scientific,
2006.
|
| 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.