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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 (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
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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."--Jacket.
Physical Description:xii, 774 pages : illustrations ; 24 cm
Bibliography:Includes bibliographical references (pages 757-770) and index.
ISBN:0817642420
9780817642426
3764342420
9783764342425