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Stochastic calculus : applications in science and engineering /

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The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems." "This self-contained text may be used for several graduate courses and as an important reference resource for applied scientist...

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Bibliographic Details
Main Author: Grigoriu, Mircea
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Boston, MA : Birkhäuser, 2002.
Subjects:
Stochastic analysis.
Análise estocástica.
Processos estocásticos (aplicações)
Engenharia.
Stochastische Analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems." "This self-contained text may be used for several graduate courses and as an important reference resource for applied scientists interested in analytical and numerical methods for solving stochastic problems."--BOOK JACKET.
Physical Description:1 online resource (xii, 774 pages) : illustrations.
Bibliography:Includes bibliographical references (pages 757-770) and index.
ISBN:9780817682286 (electronic bk.)
0817682287 (electronic bk.)