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...

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Manylion Llyfryddiaeth
Prif Awdur: Calin, Ovidiu (Awdur)
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: New Jersey World Scientific [2022]
Rhifyn:Second edition.
Pynciau: