Stochastic World
By: by Sergey S. Stepanov
Contributors: SpringerLink (Online service)
Series: Mathematical Engineering
Publisher: Springer International Publishing; Imprint: Springer
Published: 2013
Place of publication: Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 339
ISBN-13: 9783319000718
Subjects: Probability Theory and Stochastic Processes; Statistics; Electronic data processing; Distribution (Probability theory); Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law; Mathematical physics; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences; Mathematics; Numeric Computing; Mathematical Methods in Physics
Description: This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory.  A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.
Table of contents: title: Random Events; title: Stochastic Equations; title: Mean Values; title: Probabilities; title: Stochastic Integrals; title: Systems of Equations; title: Stochastic Nature; title: Stochastic Society; title: Computer Modeling.