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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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Informal Introduction To Stochastic Calculus With Applications, An (Hardcover, Second Edition)
Loot Price: R4,310
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Informal Introduction To Stochastic Calculus With Applications, An (Hardcover, Second Edition)
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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.
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