عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
شابک
شابک
9780817682286
شابک
9781461265016
شماره کتابشناسی ملی
شماره
b402594
عنوان و نام پديدآور
عنوان اصلي
Stochastic Calculus
نام عام مواد
[Book]
ساير اطلاعات عنواني
Applications in Science and Engineering /
نام نخستين پديدآور
by Mircea Grigoriu.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Boston, MA :
نام ناشر، پخش کننده و غيره
Imprint: Birkhäuser,
تاریخ نشرو بخش و غیره
2002.
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
This work focuses on analyzing and presenting solutions for a wide range of stochastic problems that are encountered in applied mathematics, probability, physics, engineering, finance, and economics. The approach used reduces the gap between the mathematical and engineering literature. Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. However, it is the type, rather than the particular field of application, that is used to categorize these problems. An introductory chapter outlines the types of stochastic problems under consideration in this book and illustrates some of their applications. A user friendly, systematic exposition unfolds as follows: The essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation are developed in chapters 2--5. The Monte Carlo method is used extensively to illustrate difficult theoretical concepts and solve numerically some of the stochastic problems in chapters 6--9. Key features: * Computational skills developed as needed to solve realistic stochastic problems * Classical mathematical notation used, and essential theoretical facts boxed * Numerous examples from applied sciences and engineering * Complete proofs given; if too technical, notes clarify the idea and/or main steps * Problems at the end of each chapter reinforce applications; hints given. * Good bibliography at the end of every chapter * Comprehensive index This work is unique, self-contained, and far from a collection of facts and formulas. The analytical and numerical methods approach for solving stochastic problems may be used for self-study by a variety of researchers, and in the classroom by first year graduate students.
ویراست دیگر از اثر در قالب دیگر رسانه
شماره استاندارد بين المللي کتاب و موسيقي
9781461265016
قطعه
عنوان
Springer eBooks
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Computer science-- Mathematics.
موضوع مستند نشده
Differential equations, Partial.
موضوع مستند نشده
Distribution (Probability theory).
موضوع مستند نشده
Mathematics.
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )
مستند نام اشخاص تاييد نشده
Grigoriu, Mircea.
نام تنالگان _ (مسئولیت معنوی برابر)
مستند نام تنالگان تاييد نشده
SpringerLink (Online service)
مبدا اصلی
تاريخ عمليات
20190307162300.0
دسترسی و محل الکترونیکی
نام الکترونيکي
مطالعه متن کتاب اطلاعات رکورد کتابشناسی
نوع ماده
[Book]
اطلاعات دسترسی رکورد
تكميل شده
Y
