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Stochastic Calculus

Autoren

Mircea Grigoriu

Parameter

Mathematik

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This book focuses on solving stochastic problems defined by algebraic, differential, and integral equations with random coefficients. It addresses the uncertainties in physical, economic, and social systems, aiming to determine their probabilistic properties and forecast their evolution over time.

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Stochastic Calculus, Mircea Grigoriu

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Erscheinungsdatum: 2013
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Titel: Stochastic Calculus
Sprache: Englisch
Autor*innen: Mircea Grigoriu
Verlag: Birkhäuser / Birkhäuser Boston / Springer, Basel
Erscheinungsdatum: 2013
Einband: Paperback
ISBN13: 9781461265016
Schlagwörter: Mathematik
Beschreibung: This book focuses on solving stochastic problems defined by algebraic, differential, and integral equations with random coefficients. It addresses the uncertainties in physical, economic, and social systems, aiming to determine their probabilistic properties and forecast their evolution over time.