Stochastic Calculus: Applications in Science and Engineering

by Mircea Grigoriu

Book Overview

Algebraic, differential, and integral equations are used in the applied sciences, en- gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be- cause of insufficient information, limited understanding of some underlying phe- nomena, and inherent randonmess...

• Format: Paperback
• Language: English
• ISBN: 1461265010
• ISBN13: 9781461265016
• Release Date: December 2013
• Publisher: Birkhauser
• Length: 775 Pages
• Weight: 2.40 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"