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Mathematics - Probability Theory and Stochastic Processes | Stochastic World

Stochastic World

Stepanov, Sergey S.

2013, X, 339 p. 70 illus., 32 illus. in color.

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  • Requires only minimum prior knowledge of probability theory
  • Ideally suited for professionals who want to quickly grasp the material
  • Contains problems with detailed solutions in the appendix
  • Written by an expert in the field
This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory.  A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Content Level » Research

Keywords » Brownian Motion - Feller Process - Fokker-Planck Equation - Ito Calculus - Ito Lemma - Ornstein-Uhlenbeck Process - Random Processes - Stochastic Oscillator

Related subjects » Physical & Information Science - Probability Theory and Stochastic Processes - Social Sciences & Law - Theoretical, Mathematical & Computational Physics - Theoretical Computer Science

Table of contents 

Random Events.- Stochastic Equations.- Mean Values.- Probabilities.- Stochastic Integrals.- Systems of Equations.- Stochastic Nature.- Stochastic Society.- Computer Modeling.

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