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Название: Stochastic Differential Equations for Science and Engineering
Автор: Uffe Hogsbro Thygesen
Издательство: CRC Press
Год: 2023
Страниц: 381
Язык: английский
Формат: pdf (true)
Размер: 10.2 MB
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.
Автор: Uffe Hogsbro Thygesen
Издательство: CRC Press
Год: 2023
Страниц: 381
Язык: английский
Формат: pdf (true)
Размер: 10.2 MB
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.