Author: Douglas Henderson
Publisher: World Scientific
Published: 2006-08-01
Total Pages: 240
ISBN-13: 9814480533
DOWNLOAD EBOOKTraditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.
Book Synopsis Stochastic Differential Equations In Science And Engineering (With Cd-rom) by : Douglas Henderson
Download or read book Stochastic Differential Equations In Science And Engineering (With Cd-rom) written by Douglas Henderson and published by World Scientific. This book was released on 2006-08-01 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.