Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
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Stochastic Differential Equations for Science and Engineering (Hardcover)
Loot Price: R2,804
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Stochastic Differential Equations for Science and Engineering (Hardcover)
Expected to ship within 9 - 15 working days
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Stochastic Differential Equations for Science and Engineering is
aimed at students at the M.Sc. and PhD level. The book describes
the mathematical construction of stochastic differential equations
with a level of detail suitable to the audience, while also
discussing applications to estimation, stability analysis, and
control. The book includes numerous examples and challenging
exercises. Computational aspects are central to the approach taken
in the book, so the text is accompanied by a repository on GitHub
containing a toolbox in R which implements algorithms described in
the book, code that regenerates all figures, and solutions to
exercises. Features: Contains numerous exercises, examples, and
applications Suitable for science and engineering students at
Master's or PhD level Thorough treatment of the mathematical theory
combined with an accessible treatment of motivating examples GitHub
repository available at: https://github.com/Uffe-H-Thygesen/SDEbook
and https://github.com/Uffe-H-Thygesen/SDEtools
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