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Stochastic systems : uncertainty quantification and propagation

Author: Mircea Grigoriu
Publisher: London ; New York : Springer, ©2012.
Series: Springer series in reliability engineering.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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This title offers accurate, efficient methods for solving stochastic equations, with a focus on formulating equations that apply to problems in engineering and applied sciences. Throughout the book, numerous examples illustrate essential theoretical concepts, models and methods.

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Stochastic systems
(NL-LeOCL)338847308
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mircea Grigoriu
ISBN: 9781447123279 1447123271
OCLC Number: 794176799
Description: 1 online resource (xi, 529 pages).
Contents: Introduction --
Essentials of Probability Theory --
Random Functions --
Stochastic Integrals --
Itô's Formula and Applications --
Probabilistic Models --
Stochastic Ordinary Differential and Difference Equations --
Stochastic Algebraic Equations --
Stochastic Partial Differential Equations.
Series Title: Springer series in reliability engineering.
Responsibility: Mircea Grigoriu.

Abstract:

This book offers accurate, efficient methods for solving stochastic equations, with a focus on formulating equations that apply to problems in engineering and applied sciences. Numerous examples  Read more...

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From the reviews:"Monograph provides a broad overview over the power of stochastic systems on a high mathematical level. It is aimed at interested readers from various fields of science and Read more...

 
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