Stochastic Systems Uncertainty Quantification and Propagation /

• Main Author: Grigoriu, Mircea (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London : Imprint: Springer, 2012.
• Series: Springer Series in Reliability Engineering,
• Subjects: Engineering.; Probabilities.; Applied mathematics.; Engineering mathematics.; Quality control.; Reliability.; Industrial safety.; Quality Control, Reliability, Safety and Risk.; Probability Theory and Stochastic Processes.; Appl.Mathematics/Computational Methods of Engineering.

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are rand...

Table of Contents:

• Probability Essentials
• Random Functions
• Probabilistic Models
• Stochastic Integrals and Itô'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.