| Description |
1 online resource (xxiii, 215 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references (pages 205-209) and index. |
| Access |
Use copy Restrictions unspecified MiAaHDL |
| Summary |
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications. |
| Reproduction |
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2011. MiAaHDL |
| System Details |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
| Processing Action |
digitized 2011 HathiTrust Digital Library committed to preserve MiAaHDL |
| Contents |
1. Stochastic variables and stochastic processes -- 2. Stochastic differential equations -- 3. The Fokker-Plank equation -- 4. Advanced topics -- 5. Numerical solutions of ordinary stochastic differential equations. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Engineering mathematics.
|
|
Engineering mathematics. |
|
Stochastic differential equations.
|
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Stochastic differential equations. |
|
Science -- Mathematics.
|
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Science -- Mathematics. |
| Genre/Form |
Electronic books.
|
| Added Author |
Plaschko, Peter, 1941-
|
| Other Form: |
Print version: Henderson, Douglas, 1934- Stochastic differential equations in science and engineering. New Jersey : World Scientific, 2006 (DLC) 2005042412 |
| ISBN |
9789812774798 (electronic book) |
|
9812774793 (electronic book) |
|
1281379050 |
|
9781281379054 |
|
9789812562968 (alkaline paper) |
|
9812562966 (alkaline paper) |
|
