Stochastic Calculus: Applications in Science and Engineering

by Mircea Grigoriu

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"Stochastic Calculus" focuses on analyzing and presenting solutions for a wide range of stochastic problems in applied mathematics, probability theory, physics, science, engineering, and finance. The author outlines essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation, then presents methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. This self-contained text may be used for graduate courses and as a reference for applied scientists interested in methods for solving stochastic problems.

Format:Paperback

Language:English

ISBN:1461265010

ISBN13:9781461265016

Release Date:December 2013

Publisher:Birkhauser

Length:775 Pages

Weight:2.40 lbs.

Dimensions:1.6" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math Statistics

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Stochastic Calculus: Applications in Science and Engineering

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