Stochastic Differential Equations In Science And Engineering (With Cd-rom)
Book Details
Format
Hardback or Cased Book
ISBN-10
9812562966
ISBN-13
9789812562968
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Aug 2nd, 2006
Print length
240 Pages
Weight
562 grams
Dimensions
23.50 x 16.10 x 2.60 cms
Product Classification:
Maths for scientistsMaths for engineers
Ksh 17,650.00
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Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. The discovery of Brownian motion showed that nature need not be deterministic. This book provides an introduction to this field and includes a number of applications.
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.
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