ENGLISH

Stochastic Differential Equations in Science And Engineering

By Douglas Henderson , Peter Plaschko

Book information

Year
2006
ISBN
9812562966, 9789812774798, 9789812562968
LCC
TA347.D45 H46 2005
Open Library ID
OL22745514M
Language
english
Format
PDF
Filesize
8 MB (8032117 bytes)
Pages
240\240
Topic
Technique
Orientation
yes
Scanned
yes
Time added
2011-06-04 13:46:07

Description

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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