Bookbot

Mircea Grigoriu

    Stochastic Calculus
    Stochastic Systems
    • Stochastic Systems

      Uncertainty Quantification and Propagation

      • 544 stránok
      • 20 hodin čítania

      Focusing on the formulation of stochastic equations relevant to engineering and applied sciences, this book provides precise and effective methods for solving them. It includes numerous examples that illustrate key theoretical concepts, models, and techniques, making complex ideas accessible and applicable to real-world problems.

      Stochastic Systems
    • Stochastic Calculus

      • 792 stránok
      • 28 hodin čítania

      Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".

      Stochastic Calculus