Informal Introduction to Stochastic Calculus with Applications, an (Second Edition)

Calin, Ovidiu

ISBN 10: 9811247099 / ISBN 13: 9789811247095

Verlag: World Scientific Pub Co Inc, 2021

Bestandsnummer des Verkäufers mon0003569866

Inhaltsangabe:

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory.

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author’s goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.

The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.

This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.

This edition has also improved presentation from the first edition in several chapters, including new material.

Über die Autorin bzw. den Autor: Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.

Bibliografische Details

Titel: Informal Introduction to Stochastic Calculus...
Verlag: World Scientific Pub Co Inc
Erscheinungsdatum: 2021
Einband: hardcover
Zustand: Very Good
Auflage: 2. Auflage