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Viser: Stochastic Differential Equations for Science and Engineering
Stochastic Differential Equations for Science and Engineering Vital Source e-bog
Uffe Høgsbro Thygesen
(2023)
Stochastic Differential Equations for Science and Engineering
Uffe Høgsbro Thygesen
(2023)
Sprog: Engelsk
Detaljer om varen
- 1. Udgave
- Vital Source searchable e-book (Reflowable pages)
- Udgiver: Taylor & Francis (Juni 2023)
- ISBN: 9781000885057
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
Udgiveren oplyser at følgende begrænsninger er gældende for dette produkt:
Print: 2 sider kan printes ad gangen
Copy: højest 2 sider i alt kan kopieres (copy/paste)
Detaljer om varen
- 1. Udgave
- Hardback: 384 sider
- Udgiver: CRC Press LLC (Maj 2023)
- ISBN: 9781032232171
Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises.
Features:
- Contains numerous exercises, examples, and applications
- Suitable for science and engineering students at Master's or PhD level
- Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples
- GitHub repository available at: https: //github.com/Uffe-H-Thygesen/SDEbook and https: //github.com/Uffe-H-Thygesen/SDEtools