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

Language EnglishEnglish
Book Hardback
Book Stochastic Differential Equations In Science And Engineering (With Cd-rom) Douglas Henderson
Libristo code: 05068039
Publishers World Scientific Publishing Co Pte Ltd, August 2006
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamic... Full description
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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.

About the book

Full name Stochastic Differential Equations In Science And Engineering (With Cd-rom)
Author Douglas Henderson, Peter Plaschko
Language English
Binding Book - Hardback
Date of issue 2006
Number of pages 240
EAN 9789812562968
ISBN 9812562966
Libristo code 05068039
Publishers World Scientific Publishing Co Pte Ltd
Weight 562
Dimensions 161 x 235 x 26

Categories

Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Science: general issues > Maths for scientists
Technology, Engineering, Agriculture > Technology: general issues > Maths for engineers
Mathematics & Science > Physics
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