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Stochastic Differential Equations for Science and Engineering

Stochastic Differential Equations for Science and Engineering

Authors
Publisher Taylor & Francis Ltd
Year 14/06/2023
Pages 367
Version hardback
Readership level Professional and scholarly
Language English
ISBN 9781032232171
Categories Differential calculus & equations
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553.35 PLN / €118.64 / £102.99
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Book description

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.

Stochastic Differential Equations for Science and Engineering

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