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Stochastic Calculus

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This book focuses on solving stochastic problems defined by algebraic, differential, and integral equations with random coefficients. It addresses the uncertainties in physical, economic, and social systems, aiming to determine their probabilistic properties and forecast their evolution over time.

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Stochastic Calculus, Mircea Grigoriu

Taal
Jaar van publicatie
2013
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(Paperback)
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Taal
Engels
Formaat
Paperback
Aantal pagina's
792
ISBN13
9781461265016
Reeks
Beoordeling
4 van 5
Aantekening
This book focuses on solving stochastic problems defined by algebraic, differential, and integral equations with random coefficients. It addresses the uncertainties in physical, economic, and social systems, aiming to determine their probabilistic properties and forecast their evolution over time.