Stochastic Calculus: Applications in Science and Engineering - Softcover

Grigoriu, Mircea

 
9780817682293: Stochastic Calculus: Applications in Science and Engineering

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Synopsis

Introduction * Probability Theory * Stochastic Processes * Itô's Formula and Stochastic Differential Equations * Monte Carlo Simulation * Deterministic System and Input * Deterministic System and Stochastic Input * Stochastic System and Deterministic Input * Stochastic System and Stochastic Input * Bibliography * Index

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