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Stochastic Calculus - Applications in Science and Engineering (Paperback, Softcover reprint of the original 1st ed. 2002)
Loot Price: R2,694
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Stochastic Calculus - Applications in Science and Engineering (Paperback, Softcover reprint of the original 1st ed. 2002)
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Algebraic, differential, and integral equations are used in the
applied sciences, en gineering, economics, and the social sciences
to characterize the current state of a physical, economic, or
social system and forecast its evolution in time. Generally, the
coefficients of and/or the input to these equations are not
precisely known be cause of insufficient information, limited
understanding of some underlying phe nomena, and inherent
randonmess. For example, the orientation of the atomic lattice in
the grains of a polycrystal varies randomly from grain to grain,
the spa tial distribution of a phase of a composite material is not
known precisely for a particular specimen, bone properties needed
to develop reliable artificial joints vary significantly with
individual and age, forces acting on a plane from takeoff to
landing depend in a complex manner on the environmental conditions
and flight pattern, and stock prices and their evolution in time
depend on a large number of factors that cannot be described by
deterministic models. Problems that can be defined by algebraic,
differential, and integral equations with random coefficients
and/or input are referred to as stochastic problems. The main
objective of this book is the solution of stochastic problems, that
is, the determination of the probability law, moments, and/or other
probabilistic properties of the state of a physical, economic, or
social system. It is assumed that the operators and inputs defining
a stochastic problem are specified."
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