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  • Book
  • © 2013

Stochastic World

  • 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

Part of the book series: Mathematical Engineering (MATHENGIN)

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Table of contents (9 chapters)

  1. Front Matter

    Pages 1-8
  2. Random Events

    • Sergey S. Stepanov
    Pages 1-36
  3. Stochastic Equations

    • Sergey S. Stepanov
    Pages 37-64
  4. Mean Values

    • Sergey S. Stepanov
    Pages 65-87
  5. Probabilities

    • Sergey S. Stepanov
    Pages 89-108
  6. Stochastic Integrals

    • Sergey S. Stepanov
    Pages 109-134
  7. Systems of Equations

    • Sergey S. Stepanov
    Pages 135-162
  8. Stochastic Nature

    • Sergey S. Stepanov
    Pages 163-182
  9. Stochastic Society

    • Sergey S. Stepanov
    Pages 183-210
  10. Computer Modeling

    • Sergey S. Stepanov
    Pages 211-237
  11. Back Matter

    Pages 239-337

About this book

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.

Authors and Affiliations

  • Dneropetrovsk, Ukraine

    Sergey S. Stepanov

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access