Stochastic calculus : applications in science and engineering /

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 (Author)
Format:	Book
Language:	English
Published:	Boston, MA : Birkhäuser, 2002.
Subjects:	Stochastic analysis. Analyse stochastique. Stochastische Analysis Análise estocástica. Processos estocásticos (aplicações) Engenharia.
Online Access:	Table of contents Publisher description Cover