ENGLISH

Stochastic World

By Sergey S. Stepanov (auth.)

Book information

Publisher
Springer International Publishing
Year
2013
ISBN
978-3-319-00070-1, 978-3-319-00071-8
DOI
10.1007/978-3-319-00071-8
Language
english
Format
PDF
Filesize
3 MB (3600146 bytes)
Series
Mathematical Engineering
Edition
1
Pages
339\344
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
and Law;Statistics for EngineeringBehavorial ScienceComputer Science,EducationPhysicsProbability Theory and Stochastic Processes;NumeriPublic Policy

Description

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

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