Stochastic Differential Equations for Science and Engineering Hardback
by Uffe Hogsbro Thygesen
Hardback
Description
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 applicationsSuitable for science and engineering students at Master’s or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examplesGitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools
Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:366 pages, 3 Tables, black and white; 78 Line drawings, black and white; 78 Illustrations, black and
- Publisher:Taylor & Francis Ltd
- Publication Date:15/06/2023
- Category:
- ISBN:9781032232171
Other Formats
- PDF from £82.79
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Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:366 pages, 3 Tables, black and white; 78 Line drawings, black and white; 78 Illustrations, black and
- Publisher:Taylor & Francis Ltd
- Publication Date:15/06/2023
- Category:
- ISBN:9781032232171
