Stochastic World

2013
ISBN: 978-3-319-00070-1
Verlag: Springer International Publishing

Buch, Englisch, 339 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 6506 g

Reihe: Mathematical Engineering

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.

Zielgruppe

Research

Autoren/Hrsg.

Stepanov, Sergey S.

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

Random Events.- Stochastic Equations.- Mean Values.- Probabilities.- Stochastic Integrals.- Systems of Equations.- Stochastic Nature.- Stochastic Society.- Computer Modeling.