ISBN-10:
1461265010
ISBN-13:
9781461265016
Pub. Date:
12/13/2013
Publisher:
Birkh�user Boston
Stochastic Calculus: Applications in Science and Engineering

Stochastic Calculus: Applications in Science and Engineering

by Mircea Grigoriu

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Product Details

ISBN-13: 9781461265016
Publisher: Birkh�user Boston
Publication date: 12/13/2013
Edition description: 2002
Pages: 775
Product dimensions: 6.10(w) x 9.25(h) x 0.06(d)

Table of Contents

Introduction * Probability Theory * Stochastic Processes * Itô's Formula and Stochastic Differential Equations * Monte Carlo Simulation * Deterministic System and Input * Deterministic System and Stochastic Input * Stochastic System and Deterministic Input * Stochastic System and Stochastic Input * Bibliography * Index

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