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Stochastic World

  • Sergey S.┬áStepanov

Part of the Mathematical Engineering book series (MATHENGIN)

Table of contents

  1. Front Matter
    Pages 1-8
  2. Sergey S. Stepanov
    Pages 1-36
  3. Sergey S. Stepanov
    Pages 37-64
  4. Sergey S. Stepanov
    Pages 65-87
  5. Sergey S. Stepanov
    Pages 89-108
  6. Sergey S. Stepanov
    Pages 109-134
  7. Sergey S. Stepanov
    Pages 135-162
  8. Sergey S. Stepanov
    Pages 163-182
  9. Sergey S. Stepanov
    Pages 183-210
  10. Sergey S. Stepanov
    Pages 211-237
  11. Back Matter
    Pages 239-337

About this book

Introduction

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory.  A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Keywords

Brownian Motion Feller Process Fokker-Planck Equation Ito Calculus Ito Lemma Ornstein-Uhlenbeck Process Random Processes Stochastic Oscillator

Authors and affiliations

  • Sergey S.┬áStepanov
    • 1
  1. 1.DneropetrovskUkraine

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-00071-8
  • Copyright Information Springer International Publishing Switzerland 2013
  • Publisher Name Springer, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-00070-1
  • Online ISBN 978-3-319-00071-8
  • Series Print ISSN 2192-4732
  • Series Online ISSN 2192-4740
  • Buy this book on publisher's site
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