Stochastic Differential Equations In Science And Engineering (With Cd-rom) / Najlacnejšie knihy
Stochastic Differential Equations In Science And Engineering (With Cd-rom)

Code: 05068039

Stochastic Differential Equations In Science And Engineering (With Cd-rom)

by Douglas Henderson, Peter Plaschko

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 ... more

126.24 €

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Book synopsis

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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Book category Books in English Mathematics & science Mathematics Probability & statistics

126.24 €

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