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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التفاصيل البيبلوغرافية
المؤلف الرئيسي: Calin, Ovidiu (مؤلف)
التنسيق: كتاب
اللغة:English
منشور في: New Jersey World Scientific [2022]
الطبعة:Second edition.
الموضوعات: