Stochastic World

• Main Author: Stepanov, Sergey S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
• Series: Mathematical Engineering,
• Subjects: Mathematics.; Numerical analysis.; Probabilities.; Physics.; Statistics.; Probability Theory and Stochastic Processes.; Numeric Computing.; Mathematical Methods in Physics.; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, sto...