Stochastic systems: uncertainty quantification and propagation
Annotation. This title offers accurate, efficient methods for solving stochastic equations, with a focus on formulating equations that apply to problems in engineering and applied sciences. Throughout the book, numerous examples illustrate essential theoretical concepts, models and methods.
Read More ↓Title Statements
- Full title :Stochastic systems : uncertainty quantification and propagation / Mircea Grigoriu.
Summary
Annotation. This title offers accurate, efficient methods for solving stochastic equations, with a focus on formulating equations that apply to problems in engineering and applied sciences. Throughout the book, numerous examples illustrate essential theoretical concepts, models and methods.
Read More ↓Edition Statements
- Publication Date:©2012.
Publication Statements
- Publisher(s):Springer
- Place of Publication:London
- Language:eng
- Publication Date:©2012.
The Physical Object
- Description:1 online resource (xi, 529 p.).
Edition Identifiers
- ISBN:9781447123279, 1447123271, 1447123263, 9781447123262
- DOI:10.1007/978-1-4471-2327-9
- oclc:ocn905285338
- Dewey Decimal:519.2/3
Table of Contents
Introduction -- Essentials of Probability Theory -- Random Functions -- Stochastic Integrals -- Itô's Formula and Applications -- Probabilistic Models -- Stochastic Ordinary Differential and Difference Equations -- Stochastic Algebraic Equations -- Stochastic Partial Differential Equations.
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