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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
- Language
- Released
- 2013
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- (Paperback)
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- Title
- Stochastic Calculus
- Language
- English
- Authors
- Mircea Grigoriu
- Released
- 2013
- Format
- Paperback
- ISBN13
- 9781461265016
- Category
- Textbooks, Mathematics, Nature in general
- Description
- 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.