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Stochastic Differential Equations In Science And Engineering Douglas Henderson

  • SKU: BELL-991362
Stochastic Differential Equations In Science And Engineering Douglas Henderson
$ 31.00 $ 45.00 (-31%)

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Stochastic Differential Equations In Science And Engineering Douglas Henderson instant download after payment.

Publisher: World Scientific
File Extension: PDF
File size: 7.65 MB
Pages: 240
Author: Douglas Henderson, Peter Plaschko
ISBN: 9789812562968, 9812562966
Language: English
Year: 2006

Product desciption

Stochastic Differential Equations In Science And Engineering Douglas Henderson by Douglas Henderson, Peter Plaschko 9789812562968, 9812562966 instant download after payment.

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.

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