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|a (OCoLC)ocn883392312
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|a GW5XE
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|a 9780817682286 (electronic bk.)
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|a 10.1007/978-0-8176-8228-6
|2 doi
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|a (OCoLC)883392312
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|a QA274.2
|b .G75 2002eb
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|a QA
|2 lcco
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|a 519.2
|2 22
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|a SK 820
|2 rvk
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|a SK 850
|2 rvk
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|a TXAM
|
| 100 |
1 |
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|a Grigoriu, Mircea.
|
| 245 |
1 |
0 |
|a Stochastic calculus :
|b applications in science and engineering /
|c Mircea Grigoriu.
|
| 264 |
|
1 |
|a Boston, MA :
|b Birkhäuser,
|c 2002.
|
| 300 |
|
|
|a 1 online resource (xii, 774 pages) :
|b illustrations.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a computer
|b c
|2 rdamedia
|
| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
|
| 504 |
|
|
|a Includes bibliographical references (pages 757-770) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g 2.
|t Probability Theory --
|g 3.
|t Stochastic Processes --
|g 4.
|t Ito's Formula and Stochastic Differential Equations --
|g 5.
|t Monte Carlo Simulation --
|g 6.
|t Deterministic Systems and Input --
|g 7.
|t Deterministic Systems and Stochastic Input --
|g 8.
|t Stochastic Systems and Deterministic Input --
|g 9.
|t Stochastic Systems and Input.
|
| 520 |
1 |
|
|a "Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. The type, rather than the particular field of applications, is used to categorize these problems. An introductory chapter defines the types of stochastic problems considered in the book and illustrates some of their applications. Chapter 2-5 outline essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation. Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs.
|
| 520 |
8 |
|
|a The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems." "This self-contained text may be used for several graduate courses and as an important reference resource for applied scientists interested in analytical and numerical methods for solving stochastic problems."--BOOK JACKET.
|
| 588 |
|
|
|a Description based on print version record.
|
| 650 |
|
0 |
|a Stochastic analysis.
|
| 650 |
|
7 |
|a Análise estocástica.
|2 larpcal
|
| 650 |
|
7 |
|a Processos estocásticos (aplicações)
|2 larpcal
|
| 650 |
|
7 |
|a Engenharia.
|2 larpcal
|
| 650 |
0 |
7 |
|a Stochastische Analysis.
|2 swd
|
| 650 |
|
7 |
|a Stochastic analysis.
|2 fast
|0 (OCoLC)fst01133499
|
| 655 |
|
7 |
|a Electronic books.
|2 local
|
| 710 |
2 |
|
|a SpringerLink (Online service)
|
| 776 |
1 |
8 |
|i Print version:
|a Grigoriu, Mircea.
|t Stochastic calculus
|z 0817642420
|w (DLC) 2002074386
|w (OCoLC)50004635
|
| 856 |
4 |
0 |
|u http://proxy.library.tamu.edu/login?url=http://link.springer.com/10.1007/978-0-8176-8228-6
|z Connect to the full text of this electronic book
|t 0
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| 952 |
f |
f |
|a Texas A&M University
|b College Station
|c Electronic Resources
|d Available Online
|t 0
|e QA274.2 .G75 2002eb
|h Library of Congress classification
|
| 998 |
f |
f |
|a QA274.2 .G75 2002eb
|t 0
|l Available Online
|