An informal introduction to stochastic calculus with applications

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsman: Calin, Ovidiu (Författare, medförfattare)
Materialtyp: Bok
Språk:English
Publicerad: New Jersey World Scientific [2022]
Upplaga:Second edition.
Ämnen: