Sasha Cyganowski,
Peter Kloeden,
Jerzy Ombach
Springer Berlin Heidelberg
0e druk, 2001
9783540426660
From Elementary Probability to Stochastic Differential Equations with MAPLE®
Specificaties
Paperback, 310 blz.
|
Engels
Springer Berlin Heidelberg |
0e druk, 2001
ISBN13: 9783540426660
Rubricering
Onderdeel van serie
Universitext
Levertijd ongeveer 8 werkdagen
Samenvatting
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Specificaties
ISBN13:9783540426660
Taal:Engels
Bindwijze:paperback
Aantal pagina's:310
Uitgever:Springer Berlin Heidelberg
Druk:0
Serie:Universitext
Inhoudsopgave
1 Probability Basics.- 2 Measure and Integral.- 3 Random Variables and Distributions.- 4 Parameters of Probability Distributions.- 5 A Tour of Important Distributions.- 6 Numerical Simulations and Statistical Inference.- 7 Stochastic Processes.- 8 Stochastic Calculus.- 9 Stochastic Differential Equations.- 10 Numerical Methods for SDEs.- Bibliographical Notes.- References.