Stochastic differential equations in science and engineering (with cd-rom)
Auteur :
Henderson, Douglas / Plaschko, Peter
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812562968
Date de publication :
2 août 2006
Langue :
Anglais
Pays d'origine :
Singapour
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.