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Author:   Mircea Grigoriu
Publisher:   Springer London Ltd
Imprint:   Springer London Ltd
Edition:   2012
Dimensions:   Width: 15.50cm , Height: 3.30cm , Length: 23.50cm
Weight:   0.974kg
ISBN:  

9781447123262

ISBN 10:   1447123263
Pages:   540
Publication Date:   24 April 2012
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In stock  
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Table of Contents

Probability Essentials.- Random Functions.- Probabilistic Models.- Stochastic Integrals and Ito's Formula.- Properties of Solutions of Stochastic Equations.- Stochastic Equations with Small Uncertainty.- Stochastic Algebraic Equations.- Stochastic Differential Equations with Deterministic Coefficients.- Stochastic Differential Equations with Random Coefficients.

Reviews

From the reviews: Monograph provides a broad overview over the power of stochastic systems on a high mathematical level. It is aimed at interested readers from various fields of science and practitioners ... . provides the mathematical understanding to a broad spectrum of systems subject to randomness and a wast repertoire of techniques to tackle these phenomena. ... great source for practitioners and scientists of various fields and will equip the reader with the knowledge to properly formulate his models and to derive the understanding of their behavior. (Jan Gairing, Zentralblatt MATH, Vol. 1247, 2012)

From the reviews: Monograph provides a broad overview over the power of stochastic systems on a high mathematical level. It is aimed at interested readers from various fields of science and practitioners ... . provides the mathematical understanding to a broad spectrum of systems subject to randomness and a wast repertoire of techniques to tackle these phenomena. ... great source for practitioners and scientists of various fields and will equip the reader with the knowledge to properly formulate his models and to derive the understanding of their behavior. (Jan Gairing, Zentralblatt MATH, Vol. 1247, 2012) The book deals with theoretical and computational aspects of stochastic equations. ... The book is self-contained and can be used for teaching graduate courses. ... Each chapter has illustrative examples and end of chapter problems which are useful for preparing a graduate course or for readers who will use this book for self-education. (Mikhail V. Tretyakov, Mathematical Reviews, January, 2013)

Author Information

Mircea Grigoriu is a professor at Cornell University whose research has focused primarily on applications of probability theory to applied sciences and engineering. His contributions to probabilistic models for actions and physical properties, random vibration, stochastic mechanics, system reliability, and Monte Carlo simulation are reported in over 200 technical papers, three books, and this new book on Stochastic Systems. His work has been recognized by numerous prizes, for example, the 2002 Alfred Freudenthal Medal, the election to the Romanian Academy of Technical Sciences in 2004, and the 2005 Norman Medal.

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