Item description for Stochastic Differential Equations in Science And Engineering by Douglas Henderson & Peter Plaschko...
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.
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Studio: World Scientific Publishing Company
Est. Packaging Dimensions: Length: 0.75" Width: 6" Height: 9" Weight: 1.35 lbs.
Release Date Aug 1, 2006
Publisher World Scientific Publishing Company
ISBN 9812562966 ISBN13 9789812562968
Availability 0 units.
More About Douglas Henderson & Peter Plaschko
Douglas Henderson has an academic affiliation as follows - University of Utah, Salt Lake City, USA.