An introduction to differential equations. Vol. 2. Stochastic modeling, methods, and analysis. (Q2902937)
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scientific article; zbMATH DE number 6070339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An introduction to differential equations. Vol. 2. Stochastic modeling, methods, and analysis. |
scientific article; zbMATH DE number 6070339 |
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23 August 2012
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stochastic modeling
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solutions of stochastic equations
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Lyapunov method
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An introduction to differential equations. Vol. 2. Stochastic modeling, methods, and analysis. (English)
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The book deals with stochastic modeling in different areas, e.g., biology, chemistry, economics. It covers relevant concepts in probability, stochastic processes and stochastic calculus, and offers methods of solving a large class of stochastic differential equations, including the so-called energy/Lyapunov method.NEWLINENEWLINEThe book can be used in stochastic modeling or applied mathematical courses for graduate/undergraduate students and for interdisciplinary researchers with minimal academic background.
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