STOCHASTIC DIFFERENTIAL EQUATIONS FOR SCIENCE AND ENGINEERING.

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stab...

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Bibliographic Details

Main Author:	Thygesen, Uffe Høgsbro
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	[S.l.] : CHAPMAN & HALL CRC, 2023.
Subjects:	Stochastic differential equations. Équations différentielles stochastiques. MATHEMATICS / Differential Equations Stochastic differential equations Electronic books.
Online Access:	Connect to the full text of this electronic book