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Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Stochastic Differential Equations In Science And Engineering (With Cd-rom)

Name: Stochastic Differential Equations In Science And Engineering (With Cd-rom)
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05068039
Price: 49578 HUF
Availability: InStock
Author: Douglas Henderson
ISBN: 9789812562968

Douglas Henderson

Peter Plaschko

Language

English

Book Hardback

Libristo code: 05068039

Publishers World Scientific Publishing Co Pte Ltd, August 2006

Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamic... Full description

Libristo code: 05068039

330 b

49 578 Ft

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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.