Stochastic world [Documento electrónico] / Sergey S. Stepanov
Language: eng.Country: Germany.Publication: Heidelberg : Springer International Publishing, 2013Description: X, 339 p. : il.ISBN: 978-3-319-00071-8.Series: Mathematical EngineeringSubject - Topical Name: Processos estocásticos Online Resources:Click here to access onlineItem type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
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E-Books | Biblioteca NOVA FCT Online | Não Ficção | QA274.SPR FCT 81815 (Browse shelf(Opens below)) | 1 | Available |
Colocação: Online
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.
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