Stochastic differential equations for science and engineering
Auteur :
Thygesen, Uffe Høgsbro
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032232171
Date de publication :
15 juin 2023
Dimensions :
23,4 x 15,6 cm
Poids :
535 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.