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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Henderson, Douglas
Other Authors: Plaschko, Peter
Format: Electronic eBook
Language:Inglés
Published: Singapore : World Scientific Publishing Company, 2006.
Subjects:
Engineering mathematics.
Stochastic differential equations.
Science > Mathematics.
Mathématiques de l'ingénieur.
Équations différentielles stochastiques.
Sciences > Mathématiques.
Engineering mathematics
Science > Mathematics
Stochastic differential equations
Online Access:Texto completo
Table of Contents:
  • 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.

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