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.
Mircea Grigoriu Knihy


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.".