Informal Introduction To Stochastic Calculus With Applications, An Second Edition

Afbeeldingen

Artikel vergelijken

  • Engels
  • Paperback
  • 9789811247569
  • 16 december 2021
  • 512 pagina's
Alle productspecificaties

Samenvatting

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory.The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.This edition has also improved presentation from the first edition in several chapters, including new material.

Productspecificaties

Inhoud

Taal
en
Bindwijze
Paperback
Oorspronkelijke releasedatum
16 december 2021
Aantal pagina's
512
Illustraties
Nee

Betrokkenen

Hoofdauteur
Ovidiu Calin
Tweede Auteur
Ovidiu Calin

Overige kenmerken

Editie
Second Edition
Studieboek
Nee
Verpakking breedte
170 mm
Verpakking hoogte
28 mm
Verpakking lengte
244 mm
Verpakkingsgewicht
871 g

EAN

EAN
9789811247569

Je vindt dit artikel in

Taal
Engels
Beschikbaarheid
Leverbaar
Boek, ebook of luisterboek?
Boek
Studieboek of algemeen
Studieboeken
Nog geen reviews

Prijsinformatie en bestellen

De prijs van dit product is 80 euro en 99 cent.
Uiterlijk 24 mei in huis
Verkoop door bol
In winkelwagen
  • Prijs inclusief verzendkosten, verstuurd door bol
  • Ophalen bij een bol afhaalpunt mogelijk
  • 30 dagen bedenktijd en gratis retourneren
  • Dag en nacht klantenservice

Alle bindwijzen en edities (5)

  • 33,99
    Direct beschikbaar
  • 80,99
    Uiterlijk 24 mei in huis Tooltip
  • 51,47
    2 - 3 weken Tooltip
  • 185,99
    2 - 3 weken Tooltip
  • 97,99
    2 - 3 weken Tooltip