The Resource Stochastic differential equations in science and engineering, Douglas Henderson, Peter Plaschko

Stochastic differential equations in science and engineering, Douglas Henderson, Peter Plaschko

Label
Stochastic differential equations in science and engineering
Title
Stochastic differential equations in science and engineering
Statement of responsibility
Douglas Henderson, Peter Plaschko
Creator
Contributor
Subject
Language
eng
Summary
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications
Action
digitized
Cataloging source
CaPaEBR
Dewey number
519.2
Illustrations
illustrations
Index
index present
LC call number
TA347.D45
LC item number
H46 2006eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Label
Stochastic differential equations in science and engineering, Douglas Henderson, Peter Plaschko
Publication
Bibliography note
Includes bibliographical references (pages 205-209) and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Stochastic variables and stochastic processes -- 2. Stochastic differential equations -- 3. The Fokker-Plank equation -- 4. Advanced topics -- 5. Numerical solutions of ordinary stochastic differential equations
Control code
ocn277199728
Dimensions
unknown
Extent
1 online resource (xxiii, 215 pages)
Form of item
online
Isbn
9781281379054
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/recordID
.b24236974
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (OCoLC)277199728
  • pebcs1281379050
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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