Stochastic Differential Equations For Science And Engineering Av Uffe Hogsbro Thygesen

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features:<UL><LI>Contains numerous exercises, examples, and applications</LI><LI>Suitable for science and engineering students at Master¿s or PhD level </LI><LI>Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples</LI><LI>GitHub repository a

Pris: kr 1219.00 fra Norli

Butikk	Produktnavn	Lagerstus	Pris
	Stochastic Differential Equations For Science And Engineering Av Uffe Hogsbro Thygesen	Se butikk	kr 1219.00	Besøk butikk

Stochastic Differential Equations Av Bernt Oksendal

Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.

kr 649.00
Mer informasjon
An Introduction To Stochastic Differential Equations Av Lawrence C. Evans

Provides a quick, but very readable introduction to stochastic differential equations-that is, to differential equations subject to additive "white noise" and related random disturbances. The exposition is strongly focused upon the interplay...

kr 529.00
Mer informasjon
Backward Stochastic Differential Equations Av Jianfeng Zhang

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully...

kr 949.00
Mer informasjon
Numerical Solution Of Stochastic Differential Equations Av Peter E. Kloeden, Eckhard Platen

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve...

kr 1449.00
Mer informasjon

Stochastic Differential Equations For Science And Engineering Av Uffe Hogsbro Thygesen

Relaterte produkter