Stochastic Differential Equations : With Applications to Physics and Engineering

Language: English

Published by Springer Netherlands, 1991

0792303393 / 9780792303398

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Druck auf Anfrage Neuware - Printed after ordering - Introduction: Origin of Stochastic Differential Equations.- I. Stochastic Processes - Short ResumÉ.- 1. Introductory Remarks.- 2. Probability and Random Variables.- 3. Stochastic Processes - Basic Concepts.- 4. Gaussian Processes.- 5. Stationary Processes.- 6. Markov Processes.- 7. Processes With Independent Increments; Wiener Process And Poisson Process.- 8. Point Stochastic Processes.- 9. Martingales.- 10. Generalized Stochastic Processes; White Noise.- 11. Processes with Values in Hilbert Space.- 12. Stochastic Operators.- Examples.- II. Stochastic Calculus: Principles and Results.- 13. Introductory Remarks.- 14. Processes of Second Order; Mean Square Analysis.- 15. Analytical Properties of Sample Functions.- 16. ITÔ Stochastic Integral.- 17. Stochastic Differentials. ITÔ Formula.- 18. Counting Stochastic Integral.- 19. Generalizations.- Examples.- III. Stochastic Differential Equations: Basic Theory.- 20. Introductory Remarks.- 21. Regular Stochastic Differential Equations.- 22. ITÔ Stochastic Differential Equations.- 23. Stochastic Abstract Differential Equations.- IV. Stochastic Differential Equations: Analytical Methods.- 24. Introductory Remarks.- 25. Systems with Random Initial Conditions.- 26. Linear Systems with Random Excitation.- 27. Nonlinear Systems with Random Excitation.- 28. Stochastic Systems.- 29. Stochastic Partial Differential Equations.- V. Stochastic Differential Equations: Numerical Methods.- 30. Introductory Remarks.- 31. Deterministic Equations: Basic Numerical Methods.- 32. Approximate Schemes for Regular Stochastic Equations.- 33. Numerical Integration of ITÔ Stochastic Equations.- VI. Applications: Stochastic Dynamics of Engineering Systems.- 34. Introduction.- 35. Random Vibrations of Road Vehicles.- 36. Response of Structures toTurbulent Field.- 37. Response of Structures To Earthquake Excitation.- 38. Response of Structures to Sea Waves.- 39. Stochastic Stability of Structures.- 40. Other Problems.- Appendix.- A.1. Cauchy formula.- A.2. Gronwall-Bellman inequality.- References. …

Seller Inventory # 9780792303398

Title
Stochastic Differential Equations : With Applications to Physics and Engineering
Author
K. Sobczyk
Publisher
Springer Netherlands
Publication year
1991
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0792303393
ISBN 13
9780792303398
Item weight
741 grams
Dimensions
241x160x28 mm

AHA-BUCH GmbH

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