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Grigoriu, Mircea
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The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents, a clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte ...
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London : Springer-Verlag , 2012
e20418757
eBooks Universitas Indonesia Library