Stochastic Differential Equations for Science and Engineering is designed for Master's and PhD students, offering a detailed mathematical explanation of these equations tailored to their level. Beyond the theory, the book explores applications in areas like estimation, stability analysis, and control. It features many examples and demanding exercises to reinforce learning. Recognizing the importance of computation, the text is supplemented by a GitHub repository that provides an R toolbox implementing the book's algorithms, code to reproduce all the visuals, and solutions to the exercises.
Additional Product Info :
ISBN 10 :
103223217X
ISBN 13 :
9781032232171
Publisher :
TAYLOR & FRANCIS
Language :
English
Dimensions :
6.38 x 1.05 x 9.45
Item Weight :
1.05 kg