Stochastic World, 1st Edition

  • Published By:
  • ISBN-10: 3319000713
  • ISBN-13: 9783319000718
  • DDC: 519.23
  • Grade Level Range: College Freshman - College Senior
  • 339 Pages | eBook
  • Original Copyright 2013 | Published/Released June 2014
  • This publication's content originally published in print form: 2013

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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.

Table of Contents

Front Cover.
Other Frontmatter.
Title Page.
Copyright Page.
1: Random Events.
2: Stochastic Equations.
3: Mean Values.
4: Probabilities.
5: Stochastic Integrals.
6: Systems of Equations.
7: Stochastic Nature.
8: Stochastic Society.
9: Computer Modeling.
M: Mathematical Appendix.
R: Stochastic Manual.
H: Help.
C: Endnotes.